On bartlett and bartlett-type corrections francisco cribari-neto
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Publication:4355150
DOI10.1080/07474939608800361zbMath0885.62021OpenAlexW2004767876MaRDI QIDQ4355150
Publication date: 29 April 1998
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939608800361
Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic properties of parametric tests (62F05)
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Uses Software
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- Computers and the Theory of Statistics: Thinking the Unthinkable
- The Effect of Sampling Rules on Likelihood Statistics
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- Bartlett Corrections for Unit Root Test Statistics
- Likelihood Ratio Specification Tests
- Miscellanea. Bartlett correction of the unit root test in autoregressive models
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- An improved lagrange multiplier test for heteroskedasticity
- The bootstrap and Edgeworth expansion
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