On Wed, Jul 10, 2024 at 2:29 PM Olasehinde Timmy <timmexdareal(a)gmail.com&gt; 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 _______________________________________________ Gretl-users mailing list -- gretl-users(a)gretlml.univpm.it To unsubscribe send an email to gretl-users-leave(a)gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/