Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model (Q1347091)
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scientific article; zbMATH DE number 739465
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| English | Alternative size corrections for some GLS test statistics. The case of the \(AR(1)\) model |
scientific article; zbMATH DE number 739465 |
Statements
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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0.8423227667808533
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0.7898398637771606
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0.7645547986030579
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0.7567536234855652
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