A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models

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A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models

Author Info

Pesaran, B.
Pesaran, M.H.

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M Hashem Pesaran

Abstract

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Paper provided by Faculty of Economics, University of Cambridge in its series Cambridge Working Papers in Economics with number 9222.

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Length: 13 pages
Date of creation: 1992
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Handle: RePEc:cam:camdae:9222

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Article
- Bahram Pesaran & M. Hashem Pesaran, 1995. "A non-nested test of level-differenced versus log-differenced stationary models," Econometric Reviews, Taylor and Francis Journals, vol. 14(2), pages 213-227. [Downloadable!] (restricted)

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge. [Downloadable!]
Godwin Nwaobi, 2001. "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics 0111004, EconWPA. [Downloadable!]
Other versions:
- Godwin Nwaobi, 2002. "A vector error correction and nonnested modeling of money demand function in Nigeria," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-8. [Downloadable!]
J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597. [Downloadable!]
Other versions:
- 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. [Downloadable!]
Karen Mumford & Peter N. Smith, . "The Hiring Function Reconsidered: On Closing The Circle," Discussion Papers 96/45, Department of Economics, University of York. [Downloadable!]
Other versions:
- Karen Mumford & P Smith, 1997. "The Hiring Function Reconsidered: On Closing the Circle," CEP Discussion Papers dp0359, Centre for Economic Performance, LSE.
- Mumford, Karen & Smith, Peter N, 1999. " The Hiring Function Reconsidered: On Closing the Circle," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 61(3), pages 343-64, August. [Downloadable!] (restricted)

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