This is a comment on Economic Letters DOI http://dx.doi.org/10.1016/j.econlet.2015.10.015. We show that due to some methodological aspects the main conclusions of the above mentioned paper should be a little bit altered.
Cite
@article{arxiv.1611.06715,
title = {Pitfalls in testing with linear regression model by OLS},
author = {C. Herteliu and B. V. Ileanu and M. Ausloos and G. Rotundo},
journal= {arXiv preprint arXiv:1611.06715},
year = {2017}
}
Comments
6 pages, 16 references, prepared for Journal of Applied Quantitative Methods; revised version, correcting misprints in title and abstract, different order in author list