Inference in regression models with many regressors

Journal of Econometrics

Volumn 170, Issue 2, 2012, Pages 368-382

  Anatolyev, Stanislav ^a  

^a NEW ECONOMIC SCHOOL   (Russian Federation)

Author keywords

Alternative asymptotic theory; F test; Lagrange multiplier test; Likelihood ratio test; Linear regression; Test power; Test size; Wald test

Indexed keywords

ASYMPTOTIC THEORIES; LIKELIHOOD RATIO TESTS; TEST POWER; TEST SIZE; WALD TEST;

ASYMPTOTIC ANALYSIS; LAGRANGE MULTIPLIERS; LINEAR REGRESSION; STATISTICAL TESTS;

REGRESSION ANALYSIS;

EID: 84865327958     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.05.011     Document Type: Conference Paper

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