HYPOTHESIS-TESTING IN LINEAR-MODELS WHEN THE ERROR COVARIANCE-MATRIX IS NONSCALAR

被引：52

作者：

ROTHENBERG, TJ

机构：

来源：

关键词：

D O I：

10.2307/1911186

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：827 / 842

页数：16

共 14 条

[1] TESTING MEAN OF A NORMAL POPULATION UNDER DEPENDENCE [J].

ALBERS, W .

BERNDT, ER ;

SAVIN, NE .

[3] VALIDITY OF FORMAL EDGEWORTH EXPANSION [J].

BHATTACHARYA, RN ;

GHOSH, JK .

BREUSCH, TS .

[5]

CAVANAGH CL, 1982, SEP EC SOC EUR M DUB

[6]

Magnus J. R., 1978, J ECONOMETRICS, V7, P281, DOI 10.1016/0304-4076(78)90056-8

[7]

PFANZAGL J, 1980, DEV STATISTICS, V3

[8]

Rothenberg T.J., 1982, ADV ECONOMETRICS

[9]

Rothenberg T. J., 1984, HDB ECONOMETRICS, V2

[10] APPROXIMATE NORMALITY OF GENERALIZED LEAST-SQUARES ESTIMATES [J].

ROTHENBERG, TJ .