Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests
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. Copyright 2005 Blackwell Publishing Ltd.
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Volume (Year): 67 (2005)
Issue (Month): 2 (04)
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