Orthogonality Tests in Linear Models.

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1997
Volume: 59
Issue: 1
Pages: 183-86

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

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. Copyright 1997 by Blackwell Publishing Ltd

Technical Details

RePEc Handle
repec:bla:obuest:v:59:y:1997:i:1:p:183-86
Journal Field
General
Author Count
1
Added to Database
2026-01-24