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Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses

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  • Dastoor, Naorayex K.
  • McAleer, Michael

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Bibliographic Info

Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 5 (1989)
Issue (Month): 01 (April)
Pages: 83-94

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Handle: RePEc:cup:etheor:v:5:y:1989:i:01:p:83-94_01

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Cited by:
  1. Hidetoshi Shimodaira, 1998. "An Application of Multiple Comparison Techniques to Model Selection," Annals of the Institute of Statistical Mathematics, Springer, vol. 50(1), pages 1-13, March.
  2. Barten, Anton P. & McAleer, Michael, 1997. "Comparaison de la performance du point de vue empirique de systèmes de demandes alternatifs," L'Actualité Economique, Société Canadienne de Science Economique, vol. 73(1), pages 27-45, mars-juin.
  3. Dahalan, Jauhari & Sharma, Subhash C. & Sylwester, Kevin, 2007. "Scale variable specification in a money demand function for Malaysia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 867-882, December.
  4. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  5. Mur, Jesús & Angulo, Ana, 2009. "Model selection strategies in a spatial setting: Some additional results," Regional Science and Urban Economics, Elsevier, vol. 39(2), pages 200-213, March.
  6. Godfrey, L. G., 1998. "Tests of non-nested regression models some results on small sample behaviour and the bootstrap," Journal of Econometrics, Elsevier, vol. 84(1), pages 59-74, May.
  7. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-70, December.

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