Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (Q3740106)
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scientific article; zbMATH DE number 3974149
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| English | Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics |
scientific article; zbMATH DE number 3974149 |
Statements
Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics (English)
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1986
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Monte Carlo studies
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post-simulation analysis
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testing non-nested hypotheses
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finite sample properties
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0.8310067653656006
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0.8050560355186462
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0.8021481037139893
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