Abstract
The paper evaluates the accuracy of Burr approximations of critical values and p‐values for test a of autocorrelation and heteroscedasticity in the linear regression model.
Original language | English |
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Pages (from-to) | 433-442 |
Number of pages | 10 |
Journal | Australian Journal of Statistics |
Volume | 34 |
Issue number | 3 |
DOIs | |
Publication status | Published - Sept 1992 |
Keywords
- Autocorrelation
- Burr distributions
- critical value approximations
- heteroacedasticity
- linear regression