Orthogonality tests in linear models

被引：5

作者：

Ahn, SC

机构：

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 1997年 / 59卷 / 01期

关键词：

D O I：

10.1111/1468-0084.00056

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

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页码：183 / &

页数：5

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