[Gretl-devel] Re: nonlinearity tests, etc. (2)
On Sun, 28 Feb 2021, Allin Cottrell wrote:
I'm currently exploring bootstrapping of the BDS test, which
looks quite
promising.
Hm, interesting. I'm too lazy to look at the code ;-) What kind of
bootstrap are you trying? Maybe our resident bootstrap guru (Stefano
Fachin) can weigh in with his opinion.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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