Tests of Equality Between Sets of Coefficients in Several Regressions with Explanatory - Variable Matrices of Any Rank

By Jean-Marie Dufour. 1980

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Niklas Pfister
2. Jan Peters
3. Bernhard Schölkopf
4. Peter Buhlmann
5. Sergey Levine
6. Yoshua Bengio
7. Pieter Abbeel
8. Nicolai Meinshausen

Citations in the corpus

• Invariant Causal Prediction for Sequential Data (2017, methodology): “Given the true collection of change points CP∗, this reduces to the original ideas of invariant causal prediction introduced by Peters, Bühlmann, and Meinshausen (2016). Here, we are interested in the case when the change points are unknown and we no longer have the correct environments.”
• The Properties of Automatic Gets Modelling (2005, unknown): “At most nominal significance levels in the GUM , the tests have their anticipated operating (4)Chow 1 and 2 denote split-sample and forecast-period parame ter constancy tests (see Chow, 1960); normality is the Doornik and Hansen (1994) test for normality; and AR denotes a 4th-order Lagrange multipli”