Simulation based finite and large sample tests in multivariate regressions

Journal of Econometrics

Volumn 111, Issue 2, 2002, Pages 303-322

  Dufour, Jean Marie ^a   Khalaf, Lynda ^a  

^a Université de Montréal   (Canada)

Author keywords

Bootstrap; Bounds test; Exact test; Finite sample test; Monte Carlo test; Multivariate linear regression; Nonlinear hypothesis; Seemingly unrelated regressions; Uniform linear hypothesis

Indexed keywords

COMPUTER SIMULATION; MONTE CARLO METHODS; NONLINEAR EQUATIONS; REGRESSION ANALYSIS; STATISTICAL METHODS;

MULTIVARIATE LINEAR REGRESSION (MLR); UNIFORM LINEAR HYPOTHESIS;

LINEAR EQUATIONS;

EID: 0042792968     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(02)00108-2     Document Type: Conference Paper

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