Uma Metodologia Geral dara Corrigir Distribuições de Estatísticas

Gauss M. Cordeiro and Silvia L. P. Ferrari

Brazilian Review of Econometrics, 1995, vol. 15, issue 2

Abstract: The object of this paper is to show that for any test statistic satisfying fairly general regularity conditions, we can easily construct an adjusted statistic which has the same distribuition to arder O(n-1) of an arbitrary first-order approximating distribution, where n is the sample size. This paper extends the result of the c1osely related paper by Cordeiro and Ferrari (1991) to cape with several other important tests in Econometrics.

Date: 1995
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