Deriving Tests of the Semi-Linear Regression Model Using the Density Function of a Maximal Invariant
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References listed on IDEAS
- Wu, P.X. & King, M.L., 1994. "One Sided Hypothesis Testing in Econometrics: A Survey," Monash Econometrics and Business Statistics Working Papers 6/94, Monash University, Department of Econometrics and Business Statistics.
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KeywordsInvariance; linear regression model; locally best invariant test; non-linear regression model; nuisance parameters; t-test.;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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