ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS
From MaRDI portal
Publication:4700857
DOI10.1017/S0266466699151053zbMath1069.62535MaRDI QIDQ4700857
Michael McAleer, Masahito Kobayashi
Publication date: 1999
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (2)
The effect of data transformation on common cycle, cointegration, and unit root tests: Monte Carlo results and a simple test ⋮ A note on variable addition tests for linear and log-linear models
This page was built for publication: ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS