Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Year of publication: |
2004
|
---|---|
Authors: | Godfrey, Leslie G. ; Orme, Chris D. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 82.2004, 2, p. 281-288
|
Saved in:
Saved in favorites
Similar items by person
-
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G., (2006)
-
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G., (2002)
-
Godfrey, L. G., (2004)
- More ...