Orthogonality Tests in Linear Models

Seung Ahn ()

Oxford Bulletin of Economics and Statistics, 1997, vol. 59, issue 1, 183-86

Abstract: This paper considers several tests of orthogonality conditions in linear models where stochastic errors may be heteroskedastic or autocorrelated. It is shown that these tests can be performed with Wald statistics obtained from simple auxiliary regressions. Copyright 1997 by Blackwell Publishing Ltd

Date: 1997
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