An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors (Q4732007)
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scientific article; zbMATH DE number 4117704
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors |
scientific article; zbMATH DE number 4117704 |
Statements
An Edgeworth Test Size Correction for the Linear Model with AR(1) Errors (English)
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1989
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Edgeworth size correction
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tests of linear hypotheses
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AR(1) errors
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effect of autocorrelation
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simulation study
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over-rejection
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0.8423227667808533
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0.8168208599090576
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0.7711676359176636
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0.7711676359176636
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0.7568148374557495
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