Controlling the overall significance level of a battery of least diagnostic tests
Year of publication: |
2005
|
---|---|
Authors: | Godfrey, L. G. |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 67.2005, 2, p. 263-279
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
-
How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van, (1994)
-
De Mol, Christine, (2008)
-
Simulation-based tests for heteroskedasticity in linear regression models : some further results
Godfrey, L. G., (2006)
- More ...
-
Modifications of the rainbow test
Burke, Simon P., (1991)
-
Burke, S. P., (1990)
-
Misspecification tests in econometrics : the Lagrange multiplier principle and other approaches
Godfrey, L. G., (1988)
- More ...