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
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.
|Institution:||The University of York|
|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|