Orthogonality tests in linear models

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)184-186
Number of pages3
JournalOxford Bulletin of Economics and Statistics
Volume59
Issue number1
DOIs
StatePublished - Feb 1997

ASJC Scopus subject areas

  • Statistics and Probability
  • Social Sciences (miscellaneous)
  • Economics and Econometrics
  • Statistics, Probability and Uncertainty

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