The small sample performance of the Wald test in the sample selection model under the multicollinearity problem
Year of publication: |
2006
|
---|---|
Authors: | Yamagata, Takashi |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 93.2006, 1, p. 75-81
|
Saved in:
Saved in favorites
Similar items by person
-
Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities
Pesaran, M. Hashem, (2017)
-
Norkuté, Milda, (2018)
-
Hayakawa, Kazuhiko, (2018)
- More ...