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Some applications for Basil's independence theorem in testing econometric models
Author(s) -
Phillips G.D.A.,
McCabe B.P.M.
Publication year - 1988
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1988.tb01519.x
Subject(s) - independence (probability theory) , mathematics , econometrics , econometric model , mathematical economics , economics , statistics
Basu's Independence Theorem is used to show how tests of compound econometric hypotheses, involving two or more naturally ordered hypotheses, may be based upon mutually independent test statistics.