A BARTLETT ADJUSTMENT TO THE LIKELIHOOD RATIO TEST FOR A SYSTEM OF EQUATIONS

被引：11

作者：

ATTFIELD, CLF

机构：

[1] Department of Economics, University of Bristol, Bristol

来源：

JOURNAL OF ECONOMETRICS | 1995年 / 66卷 / 1-2期

关键词：

BARTLETT ADJUSTMENT; LIKELIHOOD; ASYMPTOTIC EXPANSION;

D O I：

10.1016/0304-4076(94)01615-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

A Bartlett adjustment to be applied to the likelihood ratio test statistic when testing parameter restrictions in a system of equations is derived. As special cases results are also obtained for testing hypotheses on: the mean of a normal variate, linear restrictions in the linear model, restrictions in a nonlinear model, and linear restrictions in the multivariate linear model.

引用

页码：207 / 223

页数：17

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