07350015%2E2013%2E834262
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This statistic tests the null hypothesis that all the coefficients associated with predictors equal zero versus these coefficients not all. being equal
They found that comparing the DM statistic to standard normal critical values gives a test of the null of equal finite-sample forecast accuracy that can be sig- nificantly oversized
Tests the null hypothesis that the error variance of the dependent variable is equal across groups.. Tests of
Tests the null hypothesis that the error variance of the dependent variable is equal across groups..
Type II error by incorrectly failing to reject the null hypothesis that the regression parameters are equal to zero.. Type I error by incorrectly failing to reject the null
Tests the null hypothesis that the observed covariance matrices of the dependent variables are equal across groups.. Design:
Tests the null hypothesis that the observed covariance matrices of the dependent variables are equal across groups... a
Tests the null hypothesis that the error variance of the dependent variable is equal across groups.
