Controlling the Overall Significance Level of a Battery of Least Squares Diagnostic Tests

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 2005
Volume: 67
Issue: 2
Pages: 263-279

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Double bootstrap methods are used to control the overall significance level of a battery of diagnostic tests applied to a regression model estimated by ordinary least squares. Monte Carlo evidence on the finite sample performance of the bootstrap methods is reported and discussed.

Technical Details

RePEc Handle
repec:bla:obuest:v:67:y:2005:i:2:p:263-279
Journal Field
General
Author Count
1
Added to Database
2026-01-25