Tests for two separate regressions
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Cited by:
- Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
- Mora, Juan, 1994. "Semiparametric testing of non-nested models: an application to Engel Curves specification," DES - Working Papers. Statistics and Econometrics. WS 3953, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- Dastoor, Naorayex K. & Fisher, Gordon, 1988.
"On Point-Optimal Cox Tests,"
Econometric Theory, Cambridge University Press, vol. 4(1), pages 97-107, April.
- Naorayex K. Dastoor & Gordon Fisher, 1987. "On Point-Optimal Cox Tests," Working Paper 678, Economics Department, Queen's University.
- Dastoor, Naorayex & Fisher, Gordon, 1987. "On Point-Optimal Cox Tests," Queen's Institute for Economic Research Discussion Papers 275207, Queen's University - Department of Economics.
- Kenneth Stewart & Kenneth Stewart, 2000.
"GNR, MGR, and exact misspeclfication testing,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
- Kenneth G. Stewart, 1998. "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers 9811, Department of Economics, University of Victoria.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Michelis, Leo, 1999. "The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors," Journal of Econometrics, Elsevier, vol. 93(2), pages 369-401, December.
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