Hypothesis testing in linear regression when k n is large

Journal of Econometrics

Volumn 165, Issue 2, 2011, Pages 163-174

  Calhoun, Gray ^a  

^a IOWA STATE UNIVERSITY   (United States)

Author keywords

Dimension asymptotics; F test; Ordinary least squares

Indexed keywords

ASYMPTOTIC DISTRIBUTIONS; ASYMPTOTIC THEORIES; ASYMPTOTICS; CRITICAL VALUE; ECONOMIC REVIEW; F-TEST; HYPOTHESIS TESTING; LIMIT THEORY; LINEAR REGRESSION COEFFICIENTS; MONETARY POLICIES; ORDINARY LEAST SQUARES; SMALL SAMPLES; STANDARD VERSIONS;

ASYMPTOTIC ANALYSIS; STATISTICAL TESTS;

REGRESSION ANALYSIS;

EID: 80054699134     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2011.07.003     Document Type: Article

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