Bartlett-corrected tests for heteroskedastic linear models

DOI10.1016/0165-1765(94)00597-UzbMATH Open0875.62592OpenAlexW2088074385WikidataQ57496609 ScholiaQ57496609MaRDI QIDQ673560FDOQ673560

Authors: Silvia L. P. Ferrari, Francisco Cribari-Neto 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00597-u

Recommendations

• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• scientific article; zbMATH DE number 1356595
• Bartlett corrections in heteroskedastic \(t\) regression models
• Bartlett corrections and bias correction for two heteroscedastic regression models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites Work

• Properties of sufficiency and statistical tests
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• An asymptotic expansion for the null distribution of the efficient score statistic
• The likelihood ratio criterion and the asymptotic expansion of its distribution
• A modified score test statistic having chi-squared distribution to order \(n^{-1}\)
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Hypothesis Testing in Linear Models when the Error Covariance Matrix is Nonscalar
• Conflict Among the Criteria Revisited; The W, LR and LM Tests
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Asymptotic expansions of the distributions of some test statistics
• On the Formulation of Wald Tests of Nonlinear Restrictions
• Bartlett-type modification for Rao's efficient score statistic
• Third-order asymptotic properties of a class of test statistics under a local alternative
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• On the corrections to the Wald test of nonlinear restrictions
• On the corrections to the likelihood ratio statistics

Cited In (15)

• Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices
• Improved score tests for exponential family nonlinear models
• Improvement of the quasi‐likelihood ratio test in ARMA models: some results for bootstrap methods
• BARTLETT CORRECTED LIKELIHOOD RATIO TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
• Bartlett's correction and the bootstrap in normal linear regression models
• Bartlett corrections in Birnbaum–Saunders nonlinear regression models
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Corrected score tests for exponential censored data
• On bartlett and bartlett-type corrections francisco cribari-neto
• Bartlett corrections in heteroskedastic \(t\) regression models
• Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
• Bartlett-corrected tests for normal linear models when the error covariance matrix is nonscaiar
• Corrected likelihood ratio tests for von mises regression models
• Generalized bartlett correction

This page was built for publication: Bartlett-corrected tests for heteroskedastic linear models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q673560)