Title of article
Using bootstrap methods to obtain nonnormality robust Chow prediction tests
Author/Authors
Leslie G. Godfrey، نويسنده , , Chris D. Orme، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
8
From page
429
To page
436
Abstract
This paper emphasizes the sensitivity to nonnormality of the standard Chow test for predictive failure. Based on well established asymptotic arguments, a simple double bootstrap procedure is proposed, evaluated and found to be robust to nonnormality
Keywords
Bootstrap , Chow tests , Regression Models
Journal title
Economics Letters
Serial Year
2002
Journal title
Economics Letters
Record number
435010
Link To Document