One-sided tests for independence of seemingly unrelated regression equations
In a seemingly unrelated regression model with p([greater-or-equal, slanted]2) equations, this paper considers the problem of testing independence of equations against a one-sided alternative hypothesis. The power functions of invariant tests are evaluated and the locally most mean powerful invariant test is obtained.
Volume (Year): 90 (2004)
Issue (Month): 2 (August)
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