• Title of article

    Bartlett-corrected tests for heteroskedastic linear models

  • Author/Authors

    Francisco Cribari-Netoa، نويسنده , , Silvia L. P. Ferrari، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1995
  • Pages
    6
  • From page
    113
  • To page
    118
  • Abstract
    This paper uses the results in Rothenberg (Econometrica, 1984, 52, 827–842) to derive Bartlett-corrected tests for heteroskedastic linear models. The corrections are applied to three commonly used test statistics, namely: the likelihood ratio, Wald and Lagrange multiplier statistics.
  • Journal title
    Economics Letters
  • Serial Year
    1995
  • Journal title
    Economics Letters
  • Record number

    433906

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=433906