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Testing in Linear Models

  • Wolfgang Karl Härdle
  • Vladimir Spokoiny
  • Vladimir Panov
  • Weining Wang
Chapter
  • 7.1k Downloads
Part of the Springer Texts in Statistics book series (STS)

Exercise 7.1.

Consider the model:
$$\displaystyle\begin{array}{rcl} \boldsymbol{Y } =\boldsymbol{ f}+\boldsymbol{\varepsilon }& & {}\\ \end{array}$$

Keywords

Linear Model Linear Parametric Form Auxiliary Regression Scaling Factor Exact Test 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Badi, H. B. (2008). Econometric analysis of panel data. Chichester/Hoboken: Wiley.Google Scholar
  2. Halbert, W. (1980). A heteroskedasticity-consistent covariance Matrix estimator and a direct test for heteroskedasticity. Econometrica, 48(4), 817–838Google Scholar
  3. Spokoiny, V., & Dickhaus, T. (2014). Basics of modern parametric statistics. Berlin: Springer.Google Scholar

Copyright information

© Springer-Verlag Berlin Heidelberg 2014

Authors and Affiliations

  • Wolfgang Karl Härdle
    • 1
  • Vladimir Spokoiny
    • 2
  • Vladimir Panov
    • 3
  • Weining Wang
    • 1
  1. 1.L.v.Bortkiewicz Chair of Statistics, C.A.S.E. Centre f. Appl. Stat. and Econ.Humboldt-Universität zu BerlinBerlinGermany
  2. 2.Weirstrass Institute for Applied Analysis and Stochastics (WIAS)BerlinGermany
  3. 3.Universität Duisburg-EssenEssenGermany

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