On the comprehensive method of testing non-nested regression models

DOI10.1016/0304-4076(82)90040-9zbMath0487.62097MaRDI QIDQ1165548

M. Hashem Pesaran

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)90040-9

zbMATH Keywords

non-nested regression models; exponentially combined likelihood function of multivariate nonlinear regression models

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62H15: Hypothesis testing in multivariate analysis

62J02: General nonlinear regression

62F05: Asymptotic properties of parametric tests

Related Items

Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models, Alternative procedures and associated tests of significance for non- nested hypotheses, Testing the specification of multivariate models in the presence of alternative hypotheses, Selecting the best linear regression model. A classical approach, Statistical inference in non-nested econometric models, Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method, Some aspects of testing non-nested hypotheses

Cites Work

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