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 ...

Discover how linear regression works, from simple to multiple linear regression, with step-by-step examples, graphs and real-world applications.