Controlling the significance levels of prediction error tests for linear regression models

DOI10.1111/1368-423X.00039zbMath0964.62050OpenAlexW2113693937MaRDI QIDQ4762173

Leslie G. Godfrey, Chris D. Orme

Publication date: 19 July 2001

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1368-423x.00039

zbMATH Keywords

bootstrapMonte Carlonon-normality

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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