• Title of article

    Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients

  • Author/Authors

    Leslie G. Godfrey، نويسنده , , Chris D. Orme، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2004
  • Pages
    7
  • From page
    281
  • To page
    287
  • Abstract
    It is argued that the two approaches that have been suggested for improving the behaviour of heteroskedasticity-robust quasi-t tests must be combined to achieve reliability in the case of joint tests: neither is by itself sufficient.
  • Keywords
    Wild bootstrap , Regression Models , Heteroskedasticity-robust tests
  • Journal title
    Economics Letters
  • Serial Year
    2004
  • Journal title
    Economics Letters
  • Record number

    435357

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=435357