Bartlett's correction and the bootstrap in normal linear regression models-Reference-Cited by-同舟云学术

Bartlett's correction and the bootstrap in normal linear regression models

Published:1990-07 Issue:3 Volume:33 Page:255-258
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Rayner Robert K.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference10 articles.

1. Bartlett adjustments to the likelihood ratio statistic and the distribution of the maximum likelihood estimator;Barndorff-Nielson;Journal of the Royal Statistical Society,1984

2. Properties of sufficiency and statistical tests;Bartlett;Proceedings of the Royal Statistical Society of London,1937

3. Prepivoting test statistics: A bootstrap view of asymptotic refinements;Beran;Journal of the American Statistical Association,1988

4. Conflict among criteria for testing hypotheses in the multivariate linear regression model;Berndt;Econometrica,1977

5. Conflict among criteria for testing hypotheses: Extensions and comments;Breusch;Econometrica,1979

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1. Testing environmental and genetic effects in the presence of spatial autocorrelation;Ecography;2014-02-18

2. Bartlett-type adjustments for hypothesis testing in linear models with general error covariance matrices;Journal of Multivariate Analysis;2013-11

3. Improvement of the quasi-likelihood ratio test in ARMA models: some results for bootstrap methods;Journal of Time Series Analysis;2007-05

4. 21 A perspective on application of bootstrap methods in econometrics;Handbook of Statistics;1993

5. Resampling methods for tests in regression models with autocorrelated errors;Economics Letters;1991-07