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 language | English (US) |
|---|---|
| Pages (from-to) | 184-186 |
| Number of pages | 3 |
| Journal | Oxford Bulletin of Economics and Statistics |
| Volume | 59 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 1997 |
ASJC Scopus subject areas
- Statistics and Probability
- Social Sciences (miscellaneous)
- Economics and Econometrics
- Statistics, Probability and Uncertainty