This paper addresses the issue of designing finite-sample corrections to information matrix tests. We review a Cornish-Fisher correction that has been proposed elsewhere and propose an alternative, Bartlett-type correction. Simulation results for skewness, excess kurtosis, normality and...

This paper reviews the literature on Bartlett and Bartlett-type corrections. It focuses on the corrections to the likelihood ratio, score and Wald test statistics. Three different Bartlett-type corrections which are equivalent to order 1/n, n being the sample size, are compared through...

In this paper we derive a general closed-form expression for the Bartlett correction for the test of H_0: \theta= \theta**(0), where "theta is a scalar parameter of a one-parameter exponential family model. Our results are general enough to cover many important and commonly used distributions....

Suppose that a nonnegative statistic T is asymptotically distributed as a chi-squared distribution with f degrees of freedom, [chi]2f, as a positive number n tends to infinity. Bartlett correction T was originally proposed so that its mean is coincident with the one of [chi]2f up to the order...

In this paper we compare Bartlett-corrected, bootstrap, and fast double bootstrap tests on maximum likelihood estimates of cointegration parameters. The key result is that both the bootstrap and the Bartlett-corrected tests must be based on the unrestricted estimates of the cointegrating...

This note conducts recursive Monte Carlo experiments on the Bartlett correction for a likelihood-based test on cointegrating vectors. The experiments show that the correction can reduce size distortions even in situations where regularity conditions for I(1) cointegration analysis are satisfied...

The small-sample performance of alternatives to the usual likelihood ratio test in mixed linear models is investigated. Specifically, the following tests for fixed effects are considered: (i) a bootstrap-based test, (ii) the Bartlett-corrected usual test, and (iii) an adjusted profile likelihood...