This paper uses the wild bootstrap to compute empirically relevant critical values for the test statistics proposed by Emerson and Kao (2001). Monte Carlo simulations were then performed to evaluate the size and power properties of the bootstrapped tests.
|Original language||English (US)|
|Number of pages||6|
|Journal||Applied Economics Letters|
|State||Published - Apr 15 2005|
ASJC Scopus subject areas
- Economics and Econometrics