Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
Leslie G. Godfrey; Chris D. Orme
| Year of publication: |
2004
|
|---|---|
| Authors: | Godfrey, L. G. ; Orme, Chris D. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 82.2004, 2, p. 281-287
|
| Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001896002