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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- Steffen Andersen & Glenn W. Harrison & Morten Igel Lau & Elisabet E. Rutstroem, 2007.
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- Pesaran, M.H. & Timmermann, A., 2006. "Testing Dependence Among Serially Correlated Multi-category Variables," Cambridge Working Papers in Economics 0648, Faculty of Economics, University of Cambridge.
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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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