Statistical inference in non-nested econometric models
- 1 November 1986
- journal article
- Published by Elsevier in Applied Mathematics and Computation
- Vol. 20 (3-4) , 271-311
- https://doi.org/10.1016/0096-3003(86)90008-1
Abstract
No abstract availableKeywords
This publication has 49 references indexed in Scilit:
- Testing separate models with stochastic regressorsEconomic Modelling, 1985
- Retail Demand for Meat in Australia: A Utility Theory Approach*Economic Record, 1984
- Testing Non-Nested Specifications of Money Demand for CanadaCanadian Journal of Economics/Revue canadienne d'économique, 1983
- A test of separate families of distributions based on the empirical moment generating functionBiometrika, 1982
- Regularity conditions for cox's test of non-nested hypothesesJournal of Econometrics, 1982
- On the comprehensive method of testing non-nested regression modelsJournal of Econometrics, 1982
- Tests and Efficiencies of Separate Regression ModelsBiometrika, 1978
- Some tests of separate families of hypotheses in time series analysisBiometrika, 1967
- On a Heuristic Method of Test Construction and its use in Multivariate AnalysisThe Annals of Mathematical Statistics, 1953
- On the Choice of Forecasting FormulasJournal of the American Statistical Association, 1947