Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
Year of publication: |
2001
|
---|---|
Authors: | Dufour, Jean-Marie ; Khalaf, Lynda |
Institutions: | Département d'Économique, Université Laval |
Subject: | Multivariate linear regression | Seemingly unrelated regressions | Monte Carlo test | Bounds test | Nonlinear hypothesis | Finite-sample test | Exact test | Bootstrap | Factor demand | Cost function |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C12 - Hypothesis Testing ; C33 - Models with Panel Data ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; O4 - Economic Growth and Aggregate Productivity ; O5 - Economywide Country Studies |
Source: |
-
Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions
Dufour, Jean-Marie, (2001)
-
Simulation Based Finite and Large Sample Tests in Multivariate Regressions
Dufour, Jean-Marie, (2000)
-
Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions
Dufour, Jean-Marie, (2000)
- More ...
-
Saphores, Jean-Daniel, (2000)
-
Khalaf, Lynda, (2000)
-
Dufour, Jean-Marie, (2004)
- More ...