BARTLETT-CORRECTED TESTS FOR HETEROSKEDASTIC LINEAR-MODELS

被引：8

作者：

CRIBARINETO, F ^{[1
]}

FERRARI, SLP ^{[1
]}

机构：

[1] UNIV SAO PAULO,DEPT ESTATIST,BR-01452990 SAO PAULO,BRAZIL

来源：

ECONOMICS LETTERS | 1995年 / 48卷 / 02期

关键词：

D O I：

10.1016/0165-1765(94)00597-U

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This paper uses the results in Rothenberg (Econometrica, 1984, 52, 827-842) to derive Bartlett-corrected tests for heteroskedastic linear models. The corrections are applied to three commonly used test statistics, namely: the likelihood ratio, Wald and Lagrange multiplier statistics.

引用

页码：113 / 118

页数：6

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