This paper addresses the issue of testing for heteroskedasticity in linear regression models. We derive a Bartlett adjustment to the modiΓΏed proΓΏle likelihood ratio test (J. Roy. Statist. Soc. B 49 (1987) 1) for heteroskedasticity in the normal linear regression model. Our results generalize those i
β¦ LIBER β¦
Improved inference for first-order autocorrelation using likelihood analysis
β Scribed by M. Rekkas; Y. Sun; A. Wong
- Book ID
- 111040053
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- English
- Weight
- 288 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0143-9782
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