Linear Restrictions on Parameters in Linear Regression Model With non-spherical Disturbances
نویسندگان
چکیده
منابع مشابه
Weaker Mse Criteria and Tests for Linear Restrictions in Regression Models with Non-spherical Disturbances
This paper extends, in an asymptotic sense, the strong and the weaker mean square error criteria and corresponding tests to linear models with non-spherical disturbances where the error covariance matrix is unknown but a consistent estimator for it is available. The mean square error tests of Toro-Vizcorrondo and Wallace (1968) and Wallace (1972) test for the superiority of restricted over unre...
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ژورنال
عنوان ژورنال: Communications, Faculty Of Science, University of Ankara Series A1Mathematics and Statistics
سال: 1980
ISSN: 1303-5991
DOI: 10.1501/commua1_0000000290