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BURR CRITICAL VALUE APPROXIMATIONS FOR TESTS OF AUTOCORRELATION AND HETEROSCEDASTICITY |
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| Authors: | Merran A. Evans |
| Affiliation: | Dept. Econometrics, Monash University, Clayton, Vic 3168, Australia. |
| 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. |
| Keywords: | Autocorrelation heteroacedasticity critical value approximations linear regression Burr distributions |