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Pitfalls of testing non-nested hypotheses by the lagrange multiplier method

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  • Pesaran, M. H.

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  • Pesaran, M. H., 1981. "Pitfalls of testing non-nested hypotheses by the lagrange multiplier method," Journal of Econometrics, Elsevier, vol. 17(3), pages 323-331, December.
  • Handle: RePEc:eee:econom:v:17:y:1981:i:3:p:323-331
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    Cited by:

    1. Liu, Fei & Zhang, Xudong & Adebayo, Tomiwa Sunday & Awosusi, Abraham Ayobamiji, 2022. "Asymmetric and moderating role of industrialisation and technological innovation on energy intensity: Evidence from BRICS economies," Renewable Energy, Elsevier, vol. 198(C), pages 1364-1372.
    2. Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge.
    3. Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
    4. Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabet E., 2010. "Behavioral econometrics for psychologists," Journal of Economic Psychology, Elsevier, vol. 31(4), pages 553-576, August.
    5. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
    6. Pesaran, M. Hashem & Potter, Simon M., 1997. "A floor and ceiling model of US output," Journal of Economic Dynamics and Control, Elsevier, vol. 21(4-5), pages 661-695, May.
    7. Muhammad Naveed Jamil & Khadija Shahzad & Aliya Jabeen, 2023. "General Diagnostic Test For Sustainable Economic Growth Multi Dependent Panels: A Study Of Pak-Us Trade," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 12(2), pages 332-338.
    8. Glenn Harrison & E. Rutström, 2009. "Expected utility theory and prospect theory: one wedding and a decent funeral," Experimental Economics, Springer;Economic Science Association, vol. 12(2), pages 133-158, June.

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