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A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model

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  • Lee C. Adkins
  • R. Carter Hill
  • Bob Russell

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  • Lee C. Adkins & R. Carter Hill & Bob Russell, 1991. "A Primer on the Use of Canonical Forms and Transformations in the Linear Regression Model," The American Economist, Sage Publications, vol. 35(1), pages 40-51, March.
    • Handle: RePEc:sae:amerec:v:35:y:1991:i:1:p:40-51
    DOI: 10.1177/056943459103500106
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    References listed on IDEAS

    as
    1. Mittelhammer, Ron C., 1985. "Quadratic risk domination of restricted least squares estimators via Stein-ruled auxiliary constraints," Journal of Econometrics, Elsevier, vol. 29(3), pages 289-303, September.
    2. Yancey, T A & Judge, G G & Bock, M E, 1973. "Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound," Econometrica, Econometric Society, vol. 41(6), pages 1203-1206, November.
    3. Magee, Lonnie, 1987. "Approximating the Approximate Slopes of LR, W, and LM Test Statistics," Econometric Theory, Cambridge University Press, vol. 3(2), pages 247-271, April.
    4. Engle, Robert F., 1984. "Wald, likelihood ratio, and Lagrange multiplier tests in econometrics," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 13, pages 775-826, Elsevier.
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