Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity

The accuracy of Burr approximations of critical values and p—values is evaluated for tests of autocorrelation and heteroscedasticity in the linear regression model.


Issue Date:
Nov 01 1991
Publication Type:
Working or Discussion Paper
Language:
English
Total Pages:
25
Series Statement:
Working Paper No. 13/91




 Record created 2018-01-30, last modified 2018-01-31

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