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
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.
Metadata
| Item Type: | Article |
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| Authors/Creators: |
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| Dates: |
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| Institution: | The University of York |
| Academic Units: | The University of York > Faculty of Social Sciences (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 |
| Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:7148 |
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