Godfrey, L.G. (2005) Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests. Oxford Bulletin of Economics and Statistics, 67 (2). pp. 263-279. ISSN 0305-9049
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Published Version: http://dx.doi.org/10.1111/j.1468-0084.2004.00119.x
Abstract
Double bootstrap methods are used to control the overall significance level of a battery of diagnostic tests applied to a regression model estimated by ordinary least squares. Monte Carlo evidence on the finite sample performance of the bootstrap methods is reported and discussed.
| Item Type: | Article |
|---|---|
| Academic Units: | The University of York > Economics and Related Studies (York) |
| Depositing User: | York RAE Import |
| Date Deposited: | 06 Mar 2009 14:39 |
| Last Modified: | 06 Mar 2009 14:39 |
| Published Version: | http://dx.doi.org/10.1111/j.1468-0084.2004.00119.x |
| Status: | Published |
| Publisher: | Blackwell Publishing |
| Identification Number: | 10.1111/j.1468-0084.2004.00119.x |
| URI: | http://eprints.whiterose.ac.uk/id/eprint/7148 |
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