TESTS OF NON-NESTED LINEAR-REGRESSION MODELS SUBJECT TO LINEAR RESTRICTIONS

被引：5

|

作者：

PESARAN, MH ^{[1
]}

HALL, AD ^{[1
]}

机构：

[1] AUSTRALIAN NATL UNIV,CANBERRA,ACT 2601,AUSTRALIA

来源：

ECONOMICS LETTERS | 1988年 / 27卷 / 04期

关键词：

D O I：

10.1016/0165-1765(88)90160-7

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：341 / 348

页数：8

相关论文

共 50 条

[31] LIKELIHOOD INFERENCE FOR LINEAR-REGRESSION MODELS
DICICCIO, TJ
[J]. BIOMETRIKA, 1988, 75 (01) : 29 - 34
[32] Tests of non-nested regression models - Some results on small sample behaviour and the bootstrap
Godfrey, LG
[J]. JOURNAL OF ECONOMETRICS, 1998, 84 (01) : 59 - 74
[33] COMPARISON OF LOCAL-POWER OF ALTERNATIVE TESTS OF NON-NESTED REGRESSION-MODELS
PESARAN, MH
[J]. ECONOMETRICA, 1982, 50 (05) : 1287 - 1305
[34] REFINED PREDICTION FOR LINEAR-REGRESSION MODELS
HESS, JL
GUNST, RF
[J]. NAVAL RESEARCH LOGISTICS, 1978, 25 (04) : 715 - 725
[35] MINIMAX DESIGNS IN LINEAR-REGRESSION MODELS
DETTE, H
HEILIGERS, B
STUDDEN, WJ
[J]. ANNALS OF STATISTICS, 1995, 23 (01): : 30 - 40
[36] SOME SPECIFICATION TESTS FOR THE LINEAR-REGRESSION MODEL
LONG, JS
TRIVEDI, PK
[J]. SOCIOLOGICAL METHODS & RESEARCH, 1992, 21 (02) : 161 - 204
[37] AN F-TYPE SMALL SAMPLE SIMULTANEOUS TEST FOR NESTED LINEAR-REGRESSION MODELS
TERUI, N
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (02) : 703 - 722
[38] WEAKER CRITERIA AND TESTS FOR LINEAR RESTRICTIONS IN REGRESSION
WALLACE, TD
[J]. ECONOMETRICA, 1972, 40 (04) : 689 - 698
[39] ON A SIMPLE PROCEDURE FOR TESTING NON-NESTED REGRESSION-MODELS
DAVIDSON, R
MACKINNON, JG
[J]. ECONOMICS LETTERS, 1980, 5 (01) : 45 - 48
[40] A SMALL SAMPLE TEST FOR NON-NESTED REGRESSION-MODELS
MCALEER, M
[J]. ECONOMICS LETTERS, 1981, 7 (04) : 335 - 338

← 1 2 3 4 5 →