Pitfalls of testing non-nested hypotheses by the lagrange multiplier method
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 16 (1981)
Issue (Month): 1 (May)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Pesaran, M. H., 1981. "Pitfalls of testing non-nested hypotheses by the lagrange multiplier method," Journal of Econometrics, Elsevier, vol. 17(3), pages 323-331, December.
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- J. M. C. Santos Silva, 2001.
"A score test for non-nested hypotheses with applications to discrete data models,"
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- J M C Santos Silva, 1996. "A Score Test for Non-nested Hypotheses with Applications to Discrete Data Models," Discussion Papers 96-28 ISSN 1350-6722, University College London, Department of Economics.
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- Andersen, Steffen & Harrison, Glenn W. & Lau, Morten Igel & Rutström, Elisabeth E., 2007. "Behavioral Econometrics for Psychologists," Working Papers 18-2007, Copenhagen Business School, Department of Economics.
- Glenn Harrison & E. Rutström, 2009. "Expected utility theory and prospect theory: one wedding and a decent funeral," Experimental Economics, Springer, vol. 12(2), pages 133-158, June.
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"A floor and ceiling model of US output,"
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- Pesaran, M.H. & Timmermann, A., 2006.
"Testing Dependence Among Serially Correlated Multi-category Variables,"
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0648, Faculty of Economics, University of Cambridge.
- Pesaran, M. Hashem & Timmermann, Allan, 2009. "Testing Dependence Among Serially Correlated Multicategory Variables," Journal of the American Statistical Association, American Statistical Association, vol. 104(485), pages 325-337.
- M. Hashem Pesaran & Allan Timmermann, 2006. "Testing Dependence among Serially Correlated Multi-category Variables," CESifo Working Paper Series 1770, CESifo Group Munich.
- Pesaran, M. Hashem & Timmermann, Allan, 2006. "Testing Dependence among Serially Correlated Multi-Category Variables," IZA Discussion Papers 2196, Institute for the Study of Labor (IZA).
- Pesaran, M. H. & Weeks, M., 1999. "Non-nested Hypothesis Testing: An Overview," Cambridge Working Papers in Economics 9918, Faculty of Economics, University of Cambridge.
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