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- W3125635094 abstract "The small sample critical values of three test statistics for vector autocorrelated errors are investigated in the context of several specific empirical models. Under the null hypothesis, two of the proposed statistics do not depend on nuisance parameters when the regressors are strongly exogenous, and their distributions are easy to estimate. We also propose a simple and accurate size correction for the Chi-square likelihood ratio test (This abstract was borrowed from another version of this item.)" @default.
- W3125635094 created "2021-02-01" @default.
- W3125635094 creator A5010685329 @default.
- W3125635094 date "1996-01-01" @default.
- W3125635094 modified "2023-09-27" @default.
- W3125635094 title "Monte Carlo methodology for LM and LR autocorrelation tests in multivariate regression" @default.
- W3125635094 hasPublicationYear "1996" @default.
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