Title of article :
Bootstrap-based critical values for tests of common factor restrictions
Author/Authors :
L. G. Godfrey، نويسنده , , M. R. Veall، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1998
Abstract :
It is shown that the bootstrap can be very useful in controlling the finite sample significance levels of Wald tests of common factor restrictions, especially when the restrictions are in multiplicative form
Keywords :
Wald statistics , Dynamic specification , Lack of invariance
Journal title :
Economics Letters
Journal title :
Economics Letters
