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subject:"USA"
~isPartOf:"Economics letters"
~person:"Godfrey, L. G."
~subject:"Monetary policy"
~subject:"Regressionsanalyse"
~subject:"VAR-Modell"
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Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
76
(
2002
)
3
,
pp. 429-436
Persistent link: https://www.econbiz.de/10001692050
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Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Godfrey, L. G.
;
Orme, Chris D.
- In:
Economics letters
82
(
2004
)
2
,
pp. 281-287
Persistent link: https://www.econbiz.de/10001896002
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