Semiparametric Specification Testing of Non-nested Econometric Models
- 1 April 1994
- journal article
- Published by Oxford University Press (OUP) in The Review of Economic Studies
- Vol. 61 (2) , 291-303
- https://doi.org/10.2307/2297982
Abstract
We propose a specification test of a parametrically specified nonlinear model against a weakly specified non-nested alternative. We estimate the alteKeywords
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