Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091): Difference between revisions

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Latest revision as of 11:33, 23 May 2024

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Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model
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    Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (English)
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    6 June 1995
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    F tests
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    Edgeworth approximation
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    F distributions
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    Student-t
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    size corrections
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    AR(1) normal linear model
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    Edgeworth corrected critical values
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    normal
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    chi-square
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    Cornish-Fisher corrected test statistics
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    Monte Carlo
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    Identifiers

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