caa a22 4500 37886694X CHVBK 20180305123400.0 cr unu---uuuuu 161128e20030901xx s 000 0 eng 10.1515/156939603322729012 doi (NATIONALLICENCE)gruyter-10.1515/156939603322729012 Mantalos Panagiotis Department of Health, Science, and Mathematics, Blekinge Institute of Technology, Sweden. Bootstrapping the Breusch-Godfrey autocorrelation test for a single equation dynamic model: Bootstrapping the Restricted vs. Unrestricted model [Elektronische Daten] [Panagiotis Mantalos] We use Monte Carlo methods to study the properties of the bootstrap Breusch-Godfrey test for autocorrelated errors in two versions a) by bootstrapping under the null hypothesis, restricted and b) by bootstrapping under the alternative hypothesis, unrestricted. We use the residual bootstrap for the bootstrap-BG test. Our analysis regarding the size of the test reveals that both bootstrap tests have actual sizes that lie close to the nominal size, with the restricted being better. Regarding the power of the test we find that with bootstrapping under the alternative hypothesis, the unrestricted bootstrap test has the greater power in small samples. Copyright 2003, Walter de Gruyter Autocorrelation nationallicence Bootstrap nationallicence Breusch-Godfrey test method nationallicence Monte Carlo Methods and Applications Walter de Gruyter 9/3(2003-09-01), 257-269 0929-9629 9:3<257 2003 9 mcma https://doi.org/10.1515/156939603322729012 text/html Onlinezugriff via DOI 1 research article jats NATIONALLICENCE 856 40 https://doi.org/10.1515/156939603322729012 text/html Onlinezugriff via DOI NATIONALLICENCE 100 1- Mantalos Panagiotis Department of Health, Science, and Mathematics, Blekinge Institute of Technology, Sweden NATIONALLICENCE 773 0- Monte Carlo Methods and Applications Walter de Gruyter 9/3(2003-09-01), 257-269 0929-9629 9:3<257 2003 9 mcma CC0 http://creativecommons.org/publicdomain/zero/1.0 nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-gruyter