Regularity conditions for Cox's test of non-nested hypotheses

DOI10.1016/0304-4076(82)90007-0zbMath0539.62032OpenAlexW1970896069MaRDI QIDQ794080

Publication date: 1982

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(82)90007-0

zbMATH Keywords

non-nested hypotheses asymptotic normality of Cox's statistic general regularity conditions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

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