Cornish-Fisher size corrected t and F statistics for the linear regression model with heteroscedastic errors
Spyridon D. Symeonides, Helen Kandilorou and Elias Tzavalis
| Year of publication: |
2007
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|---|---|
| Authors: | Symeonides, Spyridon D. ; Kandilorou, Helen ; Tzavalis, Elias |
| Published in: |
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis. - Cambridge, Mass.[u.a.] : Cambridge Univ. Press, ISBN 0-521-87053-4. - 2007, p. 173-204
|
| Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003461869