In a recent paper González Manteiga and Vilar Fernández (1995) considered the problem of testing linearity of a regression under MA(infinity) structure of the errors using a weighted L2-distance between a parametric and a nonparametric fit. They established asymptotic normality of the...

In this paper, new tests for the independence of two high-dimensional vectors are investigated. We consider the case where the dimension of the vectors increases with the sample size and propose multivariate analysis of variance-type statistics for the hypothesis of a block diagonal covariance...

Empirische und Theoretische Beiträge zum Thema SubstitutionDer thematische Schwerpunkt dieser Dissertation besteht in derökonometrischen Schätzung von Produktionsfunktionen (primaler Ansatz)beziehungsweise den dazu dualen Kostenfunktionen (dualer Ansatz) zum Zweckeder Bestimmung von...