On Wed, Jul 10, 2024 at 2:29 PM Olasehinde Timmy <timmexdareal@gmail.com> wrote:
>
> Dear Professors,
>
> I have been thinking recently about the possibility of combining F-test or Chi-square test statistics from two different regression models to see their joint significance. Particularly, let's say I have two ARDL models with bound test values of 5.67 and 6.23 with k1 and k2 degrees of freedom. I would like to know if it is possible to have a test or a way to combine these two statistics to conclude their joint significance.

https://en.wikipedia.org/wiki/Bonferroni_correction

Allin Cottrell
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