Testing Non-Nested Semiparacetric Models : an Application to Engel Curves Specification

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Testing Non-Nested Semiparacetric Models : an Application to Engel Curves Specification

Author Info

Delgado, M
Mora, J

Abstract

This paper proposes a test statistic for discriminating between two partly nonlinear regression models whose parametric components are non-nested. The statistic has the form of a J-test based on a parameter which artificially nests the null and alternative hypothesis. The test is well motivated for specification testing of Engel curves.

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Paper provided by Valencia - Instituto de Investigaciones Economicas in its series Papers with number 96-21.

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Length: 40 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:valinv:96-21

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Find related papers by JEL classification:
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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