Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity
Evans, Merran A.
1991

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Abstract

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

Details

Title Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity
Keywords
Author(s) Evans, Merran A.
Subject(s)
Issue Date Nov 01 1991
Publication Type Working or Discussion Paper
DOI and Other Identifiers 10.22004/ag.econ.267375
Record Identifier https://ageconsearch.umn.edu/record/267375
Language English
Total Pages 25
Series Statement Working Paper No. 13/91
Record Appears in Monash University > Department of Econometrics and Business Statistics Working Papers

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