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Bartlett and Bartlett-type corrections for testing linear restrictions

Author

Listed:
  • Reinaldo Arellano-Valle
  • Silvia Ferrari
  • Francisco Cribari-Neto

Abstract

This letter shows how to extend a number of published results on Bartlett and Bartlett-type corrections to likelihood ratio and score test for the test of linear restrictions in regression models. A few applications and simulation results are also presented.

Suggested Citation

  • Reinaldo Arellano-Valle & Silvia Ferrari & Francisco Cribari-Neto, 1999. "Bartlett and Bartlett-type corrections for testing linear restrictions," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 547-549.
  • Handle: RePEc:taf:apeclt:v:6:y:1999:i:9:p:547-549
    DOI: 10.1080/135048599352574
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    References listed on IDEAS

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    1. Cribari-Neto, Francisco & Zarkos, Spyros, 1995. "Improved test statistics for multivariate regression," Economics Letters, Elsevier, vol. 49(2), pages 113-120, August.
    2. Francisco Cribari-Neto & Spyros Zarkos, 1995. "Improved Test Statistics for Multivariate Regression," Econometrics 9506003, University Library of Munich, Germany.
    3. Hans Nyquist, 1991. "Restricted Estimation of Generalized Linear Models," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(1), pages 133-141, March.
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