Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
type: Item
instance of: scholarly article
title: Controlling the finite sample significance levels of heteroskedasticity-robust tests of several linear restrictions on regression coefficients
zbMATH Open document ID: 1255.62036
author: L. G. Godfrey
author: Chris D. Orme
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F30
Mathematics Subject Classification ID: 62F40
zbMATH DE Number: 6120217
zbMATH Keywords: wild bootstrap
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.08.012
OpenAlex ID: W2084657918
cites work: The wild bootstrap, tamed at last
cites work: The robustness, reliabiligy and power of heteroskedasticity tests
cites work: A heteroscedasticity-consistent covariance matrix estimator for time series regressions
cites work: Bootstrap procedures under some non-i.i.d. models
cites work: A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
DOI: 10.1016/J.ECONLET.2003.08.012
description: scientific article; zbMATH DE number 6120217