Bootstrap-based critical values for tests of common factor restrictions

Economics Letters

Volumn 59, Issue 1, 1998, Pages 1-5

  Godfrey, L G ^a   Veall, M R ^b  

^a UNIVERSITY OF YORK   (United Kingdom)

^b MCMASTER UNIVERSITY   (Canada)

Author keywords

C15; C52; Dynamic specification; Lack of invariance; Wald statistics

Indexed keywords

EID: 0032365578     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(98)00020-2     Document Type: Article

References (7)

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