A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model

Adjusted versus conditional likelihood: power properties and bartlett-type adjustment

Ghosh, J. K.
Mukerjee, Rahul

January 1994

Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same powe...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

Asymptotic theory: some recent developments

Cox, D. R.

January 1983

A review is given of recent work on asymptotic theory leading to a recommendation to use ratio likel...

A Bartlett adjustment to the likelihood ratio test for a system of equations

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/292) / BLDSC - ...

A Bartlett adjustment to the likelihood ratio test for the single equation non-linear model

Attfield, C.L.F
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DOE-DP--90/252) / BLDSC -...

Bartlett corrections to likelihood ratio tests

Chesher, A.
Smith, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/371) / BLDSC - ...

Empirical likelihood estimation and testing in the restricted linear model

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/380) / BLDSC - ...

Bartlett and Bartlett-type corrections for testing linear restrictions

Reinaldo Arellano-Valle
Silvia Ferrari
Francisco Cribari-Neto

This letter shows how to extend a number of published results on Bartlett and Bartlett-type correcti...

A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

Banzato E.
Chiogna M.
Djordjilovic V.
Risso D.

January 2023

This work defines a new correction for the likelihood ratio test for a two-sample problem within the...

Quasi-Likelihood Ratio Tests for Homoscedasticity in Linear Regression

Yu, Lili
Sevilimedu, Varadan
Vogel, Robert
Samawi, Hani

April 2020

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regr...

[[alternative]]英文

Chang Ching-Hui

[[abstract]]We revisit the problem of testing homoscedasticity (or, equality of variances) of severa...

Homoscedasticity Tests in a Linear Model

Vávra, Jan

January 2016

This thesis deals with testing the assumption of homoscedasticity in linear model, that is the assum...

Bartlett adjustments for systems of linear equations with linear restrictions

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93-357) / BLDSC - ...

Quasi-likelihood Ratio Tests for Homoscedasticity of Variance in Linear Regression

Yu, Lili
Sevilimedu, Varadan
Vogel, Robert
Samawi, Hani

January 2019

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regr...

A Bartlett Correction Factor for Tests On the Cointegrating Relations

JOHANSEN, Soren

January 2000

Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...

Adjusted versus conditional likelihood: power properties and bartlett-type adjustment

Ghosh, J. K.
Mukerjee, Rahul

January 1994

Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same powe...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

Asymptotic theory: some recent developments

Cox, D. R.

January 1983

A review is given of recent work on asymptotic theory leading to a recommendation to use ratio likel...

A Bartlett adjustment to the likelihood ratio test for a system of equations

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--91/292) / BLDSC - ...

A Bartlett adjustment to the likelihood ratio test for the single equation non-linear model

Attfield, C.L.F
Bristol Univ. (United Kingdom). Dept. of Economics

January 1990

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DOE-DP--90/252) / BLDSC -...

Bartlett corrections to likelihood ratio tests

Chesher, A.
Smith, R
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/371) / BLDSC - ...

Empirical likelihood estimation and testing in the restricted linear model

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1994

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--94/380) / BLDSC - ...

Bartlett and Bartlett-type corrections for testing linear restrictions

Reinaldo Arellano-Valle
Silvia Ferrari
Francisco Cribari-Neto

This letter shows how to extend a number of published results on Bartlett and Bartlett-type correcti...

A Bartlett-type correction for likelihood ratio tests with application to testing equality of Gaussian graphical models

Banzato E.
Chiogna M.
Djordjilovic V.
Risso D.

January 2023

This work defines a new correction for the likelihood ratio test for a two-sample problem within the...

Quasi-Likelihood Ratio Tests for Homoscedasticity in Linear Regression

Yu, Lili
Sevilimedu, Varadan
Vogel, Robert
Samawi, Hani

April 2020

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regr...

[[alternative]]英文

Chang Ching-Hui

[[abstract]]We revisit the problem of testing homoscedasticity (or, equality of variances) of severa...

Homoscedasticity Tests in a Linear Model

Vávra, Jan

January 2016

This thesis deals with testing the assumption of homoscedasticity in linear model, that is the assum...

Bartlett adjustments for systems of linear equations with linear restrictions

Attfield, C
Bristol Univ. (United Kingdom). Dept. of Economics

January 1993

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.76(BU-DE-DP--93-357) / BLDSC - ...

Quasi-likelihood Ratio Tests for Homoscedasticity of Variance in Linear Regression

Yu, Lili
Sevilimedu, Varadan
Vogel, Robert
Samawi, Hani

January 2019

Two quasi-likelihood ratio tests are proposed for the homoscedasticity assumption in the linear regr...

A Bartlett Correction Factor for Tests On the Cointegrating Relations

JOHANSEN, Soren

January 2000

Likelihood ratio tests for restrictions on cointegrating vectors are asymptotically chi (2) distribu...

Adjusted versus conditional likelihood: power properties and bartlett-type adjustment

Ghosh, J. K.
Mukerjee, Rahul

January 1994

Under contiguous alternatives the adjusted likelihood ratio (ALR) test is seen to have the same powe...

Likelihood ratio tests for seasonal unit roots

Smith, R.J.
Taylor, A.R.
Bristol Univ. (United Kingdom). Dept. of Economics

January 1998

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.760(98/444) / BLDSC - British Li...

Asymptotic theory: some recent developments

Cox, D. R.

January 1983

A review is given of recent work on asymptotic theory leading to a recommendation to use ratio likel...

A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model

Abstract

Extracted data

A Bartlett adjustment to the likelihood ratio test for homoskedasticity in the linear model

Abstract

Extracted data

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