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Bootstrapping J-type tests for non-nested regression models

  • Yanqin Fan
  • Qi Li
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    File URL: http://www.sciencedirect.com/science/article/B6V84-3YVD01D-17/2/d73093116e7ea69d06792d5b818d2787
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    Article provided by Elsevier in its journal Economics Letters.

    Volume (Year): 48 (1995)
    Issue (Month): 2 (May)
    Pages: 107-112

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    Handle: RePEc:eee:ecolet:v:48:y:1995:i:2:p:107-112
    Contact details of provider: Web page: http://www.elsevier.com/locate/ecolet

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    1. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-93, May.
    2. Pesaran, M H, 1982. "Comparison of Local Power of Alternative Tests of Non-Nested Regression Models," Econometrica, Econometric Society, vol. 50(5), pages 1287-1305, September.
    3. Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January.
    4. Davidson, Russell & MacKinnon, James G, 1982. "Some Non-Nested Hypothesis Tests and the Relations among Them," Review of Economic Studies, Wiley Blackwell, vol. 49(4), pages 551-65, October.
    5. Miguel A. Delgado & Thanasis Stengos, 1990. "Semiparametric Specification Testing," Working Papers 778, Queen's University, Department of Economics.
    6. Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
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