Testing Nonnested Linear Hypotheses I : Reduction By Invariance Considerations
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DOI: 10.22004/ag.econ.272284
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References listed on IDEAS
- Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-694, May.
- Davidson, Russell & MacKinnon, James G, 1981.
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- M. H. Pesaran, 1974. "On the General Problem of Model Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 41(2), pages 153-171.
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"Alternative procedures and associated tests of significance for non-nested hypotheses,"
Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
- Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Paper 420, Economics Department, Queen's University.
- Dastoor, Naorayex K., 1983. "Some aspects of testing non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 21(2), pages 213-228, February.
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Cited by:
- Bouman, J., 1986. "Testing Nonnested Linear Hypotheses Ii: Some Invariant Exact Tests," Econometric Institute Archives 272352, Erasmus University Rotterdam.
- Bouman, J., 1985. "Testing Nonnested Linear Hypotheses: A Bayesian Approach Based On Incompletely Specified Prior Distributions," Econometric Institute Archives 272325, Erasmus University Rotterdam.
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Agricultural and Food Policy; Research Methods/ Statistical Methods;Statistics
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