Bartlett's correction and the bootstrap in normal linear regression models
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Publication:1676745
DOI10.1016/0165-1765(90)90011-OzbMATH Open1384.62245OpenAlexW2094228317MaRDI QIDQ1676745FDOQ1676745
Authors: Robert K. Rayner 
Publication date: 9 November 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(90)90011-o
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Cites Work
- Bootstrap methods: another look at the jackknife
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Properties of sufficiency and statistical tests
- Title not available (Why is that?)
- Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
- Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
- Title not available (Why is that?)
- Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
Cited In (10)
- Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
- Resampling methods for tests in regression models with autocorrelated errors
- Bootstrap tests for generalized least squares regression models
- A note on Bartlett correction factor for tests on cointegrating relations
- Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
- Bartlett corrections in Birnbaum–Saunders nonlinear regression models
- Bootstrap Bartlett correction in inflated beta regression
- The size and power of analytical amd bootstrap corrections to score tests in regression models
- Bartlett corrections in heteroskedastic \(t\) regression models
- Bootstrap Bartlett adjustment on decomposed variance-covariance matrix of seemingly unrelated regression model
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