Burr Critical Value Approximations for Tests of Autocorrelation and Heteroscedasticity

Merran A. Evans

No 267375, Department of Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: The accuracy of Burr approximations of critical values and p—values is evaluated for tests of autocorrelation and heteroscedasticity in the linear regression model.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 25
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Persistent link: https://EconPapers.repec.org/RePEc:ags:monebs:267375

DOI: 10.22004/ag.econ.267375

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