Burr critical value approximations for tests of autocorrelation and heteroscedasticity

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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 languageEnglish
Pages (from-to)433-442
Number of pages10
JournalAustralian Journal of Statistics
Volume34
Issue number3
DOIs
Publication statusPublished - Sept 1992

Keywords

  • Autocorrelation
  • Burr distributions
  • critical value approximations
  • heteroacedasticity
  • linear regression

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