Orthogonality Tests in Linear Models
考虑线性模型中误差项可能异方差或自相关时的正交性条件检验，并展示如何通过简单辅助回归的Wald统计量进行这些检验。
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.