Title of article :
A Bartlett adjustment to the likelihood ratio test for a system of equations
Author/Authors :
Attfield، نويسنده , , C.L.F.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 1995
Pages :
17
From page :
207
To page :
223
Abstract :
A Bartlett adjustment to be applied to the likelihood ratio test statistic when testing parameter restrictions in a system of equations is derived. As special cases results are also obtained for testing hypotheses on: the mean of a normal variate, linear restrictions in the linear model, restrictions in a nonlinear model, and linear restrictions in the multivariate linear model.
Keywords :
Bartlett adjustment , likelihood , asymptotic expansion
Journal title :
Journal of Econometrics
Serial Year :
1995
Journal title :
Journal of Econometrics
Record number :
1556476
Link To Document :
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