A non-nested test of level-differenced versus log-differenced stationary models
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Publication:4853097
DOI10.1080/07474939508800316zbMath0875.62605OpenAlexW2089320267MaRDI QIDQ4853097
M. Hashem Pesaran, Bahram Pesaran
Publication date: 3 December 1995
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474939508800316
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Uses Software
Cites Work
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- Testing Linear versus Logarithmic Regression Models
- Using Least Squares to Approximate Unknown Regression Functions
- Testing Linear and Log-Linear Regressions for Functional Form
- Several Tests for Model Specification in the Presence of Alternative Hypotheses