Exact testing in multivariate regression
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474939708800390
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1. An Exact Test of the Improvement of the Minimum Variance Portfolio;International Review of Finance;2018-01-23
2. Multivariate Tests of Mean-Variance Efficiency and Spanning With a Large Number of Assets and Time-Varying Covariances;Journal of Business & Economic Statistics;2016-03-17
3. In Fisher's Net: Exact F-Tests in Semi-Parametric Models with Exchangeable Errors;SSRN Electronic Journal;2014
4. Identification-Robust Estimation and Testing of the Zero-Beta CAPM;The Review of Economic Studies;2012-12-19
5. The Fifth Problem of Algebraic Regression: The System of Conditional Equations: Homogeneous and Inhomogeneous Equations: $$\{\mathbf{By} = \mathbf{Bi}\ \mathbf{versus} -\mathbf{c} + \mathbf{By} = \mathbf{Bi}\}$$;Linear and Nonlinear Models;2011-12-21
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