Testing and estimating location vectors when the error covariance matrix is unknown☆
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Cited by (10)
Empirically relevant critical values for hypothesis tests: A bootstrap approach
2000, Journal of EconometricsEconometric developments in agricultural and resource economics: The first 100 years
2010, American Journal of Agricultural EconomicsThe stock market spillover channels in the 1997 asian financial crisis
2009, International Research Journal of Finance and EconomicsStatistical Meta-Analysis with Applications
2008, Statistical Meta-Analysis with ApplicationsHeteroskedasticity
2007, A Companion to Theoretical EconometricsSize performance of some tests in one-way ANOVA
1998, Communications in Statistics Part B: Simulation and Computation
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We are indebted to D. Giles, S. Weerahandi, F. Wolak, and two anonymous referees for helpful comments.
Copyright © 1992 Published by Elsevier B.V.