Bartlett-corrected tests for heteroskedastic linear models

DOI10.1016/0165-1765(94)00597-UzbMath0875.62592OpenAlexW2088074385WikidataQ57496609 ScholiaQ57496609MaRDI QIDQ673560

Silvia L. P. Ferrari, Francisco Cribari-Neto

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00597-u

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (max. 100)

Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar ⋮ Improved score tests for exponential family nonlinear models ⋮ Corrected score tests for exponential censored data ⋮ On bartlett and bartlett-type corrections francisco cribari-neto ⋮ Generalized bartlett correction ⋮ Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods ⋮ Simulation-based finite-sample tests for heteroskedasticity and ARCH effects ⋮ Corrected likelihood ratio tests for von mises regression models

Cites Work

• Bartlett-type modification for Rao's efficient score statistic
• Third-order asymptotic properties of a class of test statistics under a local alternative
• Asymptotic expansions of the distributions of some test statistics
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• On the corrections to the Wald test of nonlinear restrictions
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• On the Formulation of Wald Tests of Nonlinear Restrictions
• On the corrections to the likelihood ratio statistics
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Properties of sufficiency and statistical tests

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