FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

DOI10.1081/ETC-120015384zbMath1049.62074MaRDI QIDQ4817432

Russell Davidson, James G. MacKinnon

Publication date: 22 September 2004

Published in: Econometric Reviews (Search for Journal in Brave)

zbMATH Keywords

bootstrap test; \(J\) test; nonnested test

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62G09: Nonparametric statistical resampling methods

65C05: Monte Carlo methods

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Cites Work

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