A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models
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Bibliographic InfoPaper provided by California Los Angeles - Applied Econometrics in its series Papers with number 7.
Length: 21 pages
Date of creation: 1989
Date of revision:
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Postal: UNIVERSITY OF CALIFORNIA AT LOS ANGELES, DEPARTMENT OF ECONOMICS, PROGRAM IN APPLIED ECONOMETRICS, LOS ANGELES CALIFORNIA 90024 U.S.A.
Phone: (310) 825 1011
Fax: (310) 825 9528
Web page: http://www.econ.ucla.edu/
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computer programmes ; stochastic processes ; economic models ; tests;
Other versions of this item:
- Hashem Pesaran, M. & Pesaran, Bahram, 1993. "A simulation approach to the problem of computing Cox's statistic for testing nonnested models," Journal of Econometrics, Elsevier, vol. 57(1-3), pages 377-392.
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