A Bartlett adjustment to the likelihood ratio test for a system of equations
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 66 (1995)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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2000-10, Universite de Montreal, Departement de sciences economiques.
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- Dufour, J.M. & Khalaf, L., 2000. "Simulation-Based Finite and Large Sample Tests in Multivariate Regressions," Cahiers de recherche 2000-10, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Jean-Marie Dufour & Lynda Khalaf, 2000. "Simulation Based Finite and Large Sample Tests in Multivariate Regressions," CIRANO Working Papers 2000s-15, CIRANO.
- Attfield, C. L. F., 1997. "Estimating a cointegrating demand system," European Economic Review, Elsevier, vol. 41(1), pages 61-73, January.
- Attfield, C. L. F., 1998. "Bartlett adjustments for systems of linear equations with linear restrictions," Economics Letters, Elsevier, vol. 60(3), pages 277-283, September.
- Fraser, D.A.S. & Rekkas, M. & Wong, A., 2005. "Highly accurate likelihood analysis for the seemingly unrelated regression problem," Journal of Econometrics, Elsevier, vol. 127(1), pages 17-33, July.
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