Inference in Regression Models with Many Regressors
Year of publication: |
2009-07
|
---|---|
Authors: | Anatolyev, Stanislav |
Institutions: | Center for Economic and Financial Research (CEFIR), New Economic School (NES) |
Subject: | Alternative asymptotic theory | linear regression | test size | test power | F test | Wald test | Likelihood Ratio test | Lagrange Multiplier test |
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