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Volumn 3, Issue 2, 2004, Pages 370-385

Size and power of the RESET test as applied to systems of equations: A Bootstrap approach

Author keywords

Bootstrap; RESET; Systems of Equations

Indexed keywords


EID: 18344373312     PISSN: 15389472     EISSN: None     Source Type: Journal    
DOI: 10.22237/jmasm/1099267800     Document Type: Article
Times cited : (48)

References (14)
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  • 4
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  • 6
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    • On the number of bootstrap simulations required to construct a confidence interval
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    • Hall, P.1
  • 7
    • 0001070399 scopus 로고
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    • Horowitz, J. L. (1994). Bootstrap-based critical values for the information matrix test. Journal of Econometric, 61, 395-411.
    • (1994) Journal of Econometric , vol.61 , pp. 395-411
    • Horowitz, J.L.1
  • 8
    • 84948865613 scopus 로고
    • On the rigour of some specification test for modelling dynamic relationships
    • Kiviet, J. (1986). On the Rigour of Some Specification Test for Modelling Dynamic Relationships. Review of Economic Studies, 53, 241-262.
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    • Kiviet, J.1
  • 9
    • 21144477186 scopus 로고
    • Bootstrap and wild bootstrap for high dimensional linear models
    • Mammen, E. (1993). Bootstrap and wild bootstrap for high dimensional linear models. Annals of Statistics, 21, 255-285.
    • (1993) Annals of Statistics , vol.21 , pp. 255-285
    • Mammen, E.1
  • 10
    • 17444429301 scopus 로고    scopus 로고
    • Size and power of the Error Correction Model (ECM) of cointegration tests. A bootstrap approach
    • Mantalos, Panagiotis, & Shukur, G. (1998). Size and Power of the Error Correction Model (ECM) of Cointegration Tests. A Bootstrap Approach. Oxford Bulletin of Economics and Statistics, 60, 249-255.
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    • Mantalos, P.1    Shukur, G.2
  • 11
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    • Test for specification error in classical linear least squares regression analysis
    • Ramsey, J. B. (1969). Test for Specification error in Classical Linear Least Squares Regression Analysis. Journal of the Royal Statistical Society, Series B, 31, 350-371.
    • (1969) Journal of the Royal Statistical Society, Series B , vol.31 , pp. 350-371
    • Ramsey, J.B.1
  • 13
    • 0036896546 scopus 로고    scopus 로고
    • The small sample properties of the RESET test as applied to systems of equations
    • 2002
    • Shukur, G., & Edgerton, D. L. (2002). The Small Sample Properties of the RESET Test as Applied to Systems of Equations. Journal of Statistical Computation and Simulation, 72 (12), 909-924, 2002.
    • (2002) Journal of Statistical Computation and Simulation , vol.72 , Issue.12 , pp. 909-924
    • Shukur, G.1    Edgerton, D.L.2
  • 14
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    • Some properties of tests for specification error in a linear regression model
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    • Thursby, J.G.1    Schmidt, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.