• Title of article

    A Bartlett adjustment to the likelihood ratio test for a system of equations

  • Author/Authors

    Attfield، نويسنده , , C.L.F.، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1995
  • Pages
    17
  • From page
    207
  • To page
    223
  • Abstract
    A Bartlett adjustment to be applied to the likelihood ratio test statistic when testing parameter restrictions in a system of equations is derived. As special cases results are also obtained for testing hypotheses on: the mean of a normal variate, linear restrictions in the linear model, restrictions in a nonlinear model, and linear restrictions in the multivariate linear model.
  • Keywords
    Bartlett adjustment , likelihood , asymptotic expansion
  • Journal title
    Journal of Econometrics
  • Serial Year
    1995
  • Journal title
    Journal of Econometrics
  • Record number

    1556476