Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435)

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scientific article; zbMATH DE number 3822985
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    Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
    scientific article; zbMATH DE number 3822985

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      Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (English)
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      1983
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      non-nested models
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      Cox-type tests
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      small sample significance levels
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      asymptotic significance levels
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      lagged values of dependent variables
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      Davidson-McKinnon J-test
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      Fisher-McAleer test
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