Journal article
Bootstrap-based critical values for tests of common factor restrictions
Abstract
It is shown that the bootstrap can be very useful in controlling the finite sample significance levels of Wald tests of common factor restrictions, especially when the restrictions are in multiplicative form.
Authors
Godfrey LG; Veall MR
Journal
Economics Letters, Vol. 59, No. 1, pp. 1–5
Publisher
Elsevier
Publication Date
April 1998
DOI
10.1016/s0165-1765(98)00020-2
ISSN
0165-1765