Testing Linear versus Logarithmic Regression Models

DOI10.2307/2297113MaRDI QIDQ3881772zbMATH OpenOpenAlexFDO

Authors Gwyn Aneuryn-Evans, Angus Deaton

Publication date 1980

Published in Review of Economic Studies (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/35af49f0282b7f81d0dd5dfc8e7d776a1abcc2d9

zbMATH Keywords

additive errorslinear regression modelslogarithmic regression modelsmultiplicative errors

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Applications of statistics to economics (62P20)

Cited in

(9)

• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances
• The significance of testing empirical non-nested models
• Tariff reduction and income inequality: some empirical evidence
• TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES
• Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
• A non-nested test of level-differenced versus log-differenced stationary models
• Evaluating the relative merits of competing models based on empirical likelihood ratio test
• An illustration of Cox's non-nested testing procedure for logit and probit models

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