Using bootstrap methods to obtain non-normality robust Chow prediction tests.

DOI10.1016/S0165-1765(02)00088-5MaRDI QIDQ1608849zbMATH OpenFDO

Authors L. G. Godfrey, Chris D. Orme

Publication date 13 August 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0165-1765(02)00088-5

zbMATH Keywords

BootstrapChow testsRegression models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

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Cites work

• Bootstrapping the Box-Pierce Q test: a robust test of uncorrelatedness
• Controlling the significance levels of prediction error tests for linear regression models
• scientific article; zbMATH DE number 1104922 (Why is no real title available?)
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• Useful invariance results for generalized regression models

Describes a project that uses

Uses Software

• boot

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