It is common practice to conduct a hypothesis test for the association between an explanatory variable and outcome variable based on a linear regression model. This allows us to draw conclusions from ...

This paper surveys alternative testing criteria in the linear multivariate regression model, and investigates the possibility of conflict among them. We consider the asymptotic Wald, likelihood ratio ...

A test for the arbitrage pricing theory which employs a multivariate linear regression model is developed. Given a sample of return premiums for a set of N assets which includes a subset of k linearly ...