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
Pages
5
From page
1
To page
5
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
Serial Year
1998
Journal title
Economics Letters
Record number
434520
Link To Document