weighted regression any number of restrictions for any linear combination of coefficients, within a single model or across equations tests for any linear hypothesis, for the parameters of a single ...

An estimation procedure is presented that may be used to simultaneously estimate the parameters in a multiple equation regression model. The regression models considered are shown to arise from ...

Asymptotic expansions of the distributions of likelihood ratio and Lagrange multiplier test statistics for nonlinear restrictions on regression coefficients are derived under the null hypothesis.

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...