Orthogonality Tests in Linear Models†
نویسندگان
چکیده
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. JEL Classification Number: C20 Word Count: 1460 Address for correspondence: Seung Chan Ahn, Department of Economics, Arizona State University, Tempe, AZ 85287-3806, USA, Phone: 602-965-6574, Fax: 602-965-0748, E-mail: AASCA.ASUACAD.BITNET
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