Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

✍ Scribed by Leslie G Godfrey; Chris D Orme

• Book ID: 116420726
• Publisher: Elsevier Science
• Year: 2004
• Tongue: English
• Weight: 102 KB
• Volume: 82
• Category: Article
• ISSN: 0165-1765
• DOI: 10.1016/j.econlet.2003.08.012