Bootstrap-based critical values for tests of common factor restrictions (Q1128779): Difference between revisions
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| Property / author | |||
| Property / author: Leslie G. Godfrey / rank | |||
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| Property / author: Michael R. Veall / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / 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: Q4802629 / 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 15:45, 28 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap-based critical values for tests of common factor restrictions |
scientific article |
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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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