Bootstrap-based critical values for tests of common factor restrictions (Q1128779): Difference between revisions

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Property / author: Leslie G. Godfrey / rank
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Property / author: Michael R. Veall / rank
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Property / cites work: Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements / rank
 
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Property / cites work: An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification / rank
 
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Latest revision as of 14:45, 28 May 2024

scientific article
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Bootstrap-based critical values for tests of common factor restrictions
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    Bootstrap-based critical values for tests of common factor restrictions (English)
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    13 August 1998
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    lack of invariance
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    Wald statistics
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    dynamic specification
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