erc/metu
INTERNATIONAL CONFERENCE IN ECONOMICS  IV
September 13-16, 2000, Ankara

Controlling the Significance Levels Prediction Error Tests for Linear Regression Models

Chris D. Orme (University of Mancaster, UK)
Leslie G. Godfrey (University of York, UK)

Abstract  

This paper provides evidence on problems associated with using standar tests for predictive failure when the errors of a linear regression model are not normally distributed. The ability of a simple bootstrap procedure to give a useful degree of control over the significance levels is examined.

Economic Research Center
Middle East Technical University
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