Testing in Linear Models

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

Exercise 7.1.

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


Linear Model Linear Parametric Form Auxiliary Regression Scaling Factor Exact Test 
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  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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