empirical research presents the analysis of the stock market for the period from 2000 to 2009. We run multivariate regression …

when the model is linear under the null, originally explored by Milliken-Graybill (1970), is extended to multivariate … regression. Generalized RESET, J-, and Hausman-Wu tests are resented. As an extension of Dufour (1989), bounds tests exist for …

The BLU properties of OLS estimators under known assumptions have encouraged the widespread use of OLS multivariate … regression analysis in many empirical studies that are based upon a conceptual model of a single explanatory equation. However …

one of these regions so we have x1,..., xn. Consider observable variables Yi, i = 1,..., n, satisfying the multivariate … regression model Yi = g(xi) + [var epsilon]i, where g is an unknown real-valued function defined on [0,1]d and [var epsilon]i, i …

; several random vectors in a multivariate regression model; and order statistics of a sample from an unspecified continuous …

We assume as model a standard multivariate regression of y on x, fitted to a controlled calibration sample and used to …