An exact test for linear restrictions in seemingly unrelated regressions with the same regressors
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. An introduction to multivariate statistical analysis;Anderson,1958
2. Further evidence on asymptotic tests for homogeneity and symmetry in large demand systems;Bera;Economics Letters,1981
3. Tests of restrictions in large demand systems;Bewley;European Economic Review,1983
4. Hypothesis testing in demand systems: Some examples of size corrections using Edgeworth approximations;Byron;Econometric Theory,1985
5. The estimation and testing of systems of demand equations: A note;Deaton;European Economic Review,1972
Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Testing demand homogeneity when error terms have an elliptically symmetric distribution;Applied Economics Letters;2007-06
2. Aggregation over Firms under Mean Scaling;American Journal of Agricultural Economics;2005-05
3. Simulation based finite and large sample tests in multivariate regressions;Journal of Econometrics;2002-12
4. Exact testing in multivariate regression;Econometric Reviews;1997-01
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