IDEAS home Printed from https://ideas.repec.org/a/eee/econom/v67y1995i1p149-171.html
   My bibliography  Save this article

The significance of testing empirical non-nested models

Author

Listed:
  • McAleer, Michael

Abstract

No abstract is available for this item.

Suggested Citation

  • McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    • Handle: RePEc:eee:econom:v:67:y:1995:i:1:p:149-171
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4076(94)01631-9
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Battese, George E & Bonyhady, Bruce P, 1981. "Estimation of Household Expenditure Functions: An Application of a Class of Heteroscedastic Regression Models," The Economic Record, The Economic Society of Australia, vol. 57(156), pages 80-85, March.
    2. Rush, Mark & Waldo, Douglas, 1988. "On the Policy Ineffectiveness Proposition and a Keynesian Alternative," Economic Journal, Royal Economic Society, vol. 98(391), pages 498-503, June.
    3. Davidson, Russell & MacKinnon, James G, 1981. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Econometrica, Econometric Society, vol. 49(3), pages 781-793, May.
    4. MacKinnon, James G. & White, Halbert & Davidson, Russell, 1983. "Tests for model specification in the presence of alternative hypotheses : Some further results," Journal of Econometrics, Elsevier, vol. 21(1), pages 53-70, January.
    5. Smith, Jeremy & McAleer, Michael, 1995. "Alternative Procedures for Converting Qualitative Response Data to Quantitative Expectations: An Application to Australian Manufacturing," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 10(2), pages 165-185, April-Jun.
    6. Murray, Jane, 1984. "Retail Demand for Meat in Australia: A Utility Theory Approach," The Economic Record, The Economic Society of Australia, vol. 60(168), pages 45-56, March.
    7. M. H. Pesaran, 1974. "On the General Problem of Model Selection," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 41(2), pages 153-171.
    8. McAleer, Michael & Fisher, Gordon, 1982. "Testing separate regression models subject to specification error," Journal of Econometrics, Elsevier, vol. 19(1), pages 125-145, May.
    9. Rossi, Peter E., 1985. "Comparison of alternative functional forms in production," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 345-361.
    10. Barten, A.P. & Mcaleer, M., 1991. "Comparing The Empirical Perfomance Of Alternative Demand Systems," Papers 9002a, Tilburg - Center for Economic Research.
    11. Bernanke, Ben & Bohn, Henning & Reiss, Peter C., 1988. "Alternative non-nested specification tests of time-series investment models," Journal of Econometrics, Elsevier, vol. 37(3), pages 293-326, March.
    12. Maxwell L. King & Michael McAleer, 1987. "Further Results on Testing AR (1) Against MA (1) Disturbances in the Linear Regression Model," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 54(4), pages 649-663.
    13. Colin R. McKenzie & Michael McAleer & Len Gill, 1999. "Simple Procedures for Testing Autoregressive Versus Moving Average Errors in Regression Models," The Japanese Economic Review, Japanese Economic Association, vol. 50(3), pages 239-252, September.
    14. Singleton, Kenneth J., 1985. "Testing specifications of economic agents' intertemporal optimum problems in the presence of alternative models," Journal of Econometrics, Elsevier, vol. 30(1-2), pages 391-413.
    15. McAleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment," Other publications TiSEM 1db235af-e3ae-45a5-861d-8, Tilburg University, School of Economics and Management.
    16. Christofides, Louis N., 1990. "Non-nested tests of efficient bargain and labour demand models," Economics Letters, Elsevier, vol. 32(1), pages 91-96, January.
    17. Creel, Michael D. & Loomis, John B., 1992. "Modeling hunting demand in the presence of a bag limit, with tests of alternative specifications," Journal of Environmental Economics and Management, Elsevier, vol. 22(2), pages 99-113, March.
    18. Michael McAleer, 1981. "Exact Tests of a Model Against Non-Nested Alternatives," Working Paper 431, Economics Department, Queen's University.
    19. David Backus, 1984. "Empirical Models of the Exchange Rate: Separating the Wheat from the Chaff," Canadian Journal of Economics, Canadian Economics Association, vol. 17(4), pages 824-846, November.
    20. Russell Davidson & James G. Mackinnon, 1982. "Some Non-Nested Hypothesis Tests and the Relations Among Them," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 49(4), pages 551-565.
    21. Smith, Marlene A. & Smyth, David J., 1990. "Unifying Chow's demand for money via the multiple Cox test," Economics Letters, Elsevier, vol. 33(1), pages 79-81, May.
    22. Barro, Robert J, 1977. "Unanticipated Money Growth and Unemployment in the United States," American Economic Review, American Economic Association, vol. 67(2), pages 101-115, March.
    23. Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
    24. Michael McAleer & C. R. McKenzie & A. D. Hall, 1988. "Testing Separate Time Series Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(2), pages 169-189, March.
    25. 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.
    26. Brissimis, Sophocles N & Leventakis, John A, 1985. "Specification Tests of the Money Demand Function in an Open Economy," The Review of Economics and Statistics, MIT Press, vol. 67(3), pages 482-489, August.
    27. Ahumada, Hildegart A, 1985. "An Encompassing Test of Two Models of the Balance of Trade for Argentina," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 47(1), pages 51-70, February.
    28. Horowitz, Joel L., 1986. "Bidding models of housing markets," Journal of Urban Economics, Elsevier, vol. 20(2), pages 168-190, September.
    29. Kloek, Teun & van Dijk, Herman K., 1978. "Efficient estimation of income distribution parameters," Journal of Econometrics, Elsevier, vol. 8(1), pages 61-74, August.
    30. Bean, Charles R, 1981. "An Econometric Model of Manufacturing Investment in the UK," Economic Journal, Royal Economic Society, vol. 91(361), pages 106-121, March.
    31. Pesaran, M H, 1982. "A Critique of the Proposed Tests of the Natural Rate-Rational Expectations Hypothesis," Economic Journal, Royal Economic Society, vol. 92(367), pages 529-554, September.
    32. John J. Beggs, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(2), pages 81-101, June.
    33. Smith, Marlene A. & Smyth, David J., 1990. "Choosing among multiple nonlinear non-nested regression models with different dependent variables : An application to money demand," Economics Letters, Elsevier, vol. 34(2), pages 147-150, October.
    34. Milbourne, Ross, 1985. "Distinguishing between Australian Demand for Money Models," Australian Economic Papers, Wiley Blackwell, vol. 24(44), pages 154-168, June.
    35. Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1983. "Testing nested or non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 21(1), pages 83-115, January.
    36. Hall, A D & McAleer, Michael, 1989. "A Monte Carlo Study of Some Tests of Model Adequacy in Time Series Analysis," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(1), pages 95-106, January.
    37. Gaiha, Raghav, 1989. "Poverty, Agricultural Production and Prices in Rural India--A Reformulation," Cambridge Journal of Economics, Oxford University Press, vol. 13(2), pages 333-352, June.
    38. Godfrey, Leslie G & McAleer, Michael & McKenzie, Colin R, 1988. "Variable Addition and LaGrange Multiplier Tests for Linear and Logarithmic Regression Models," The Review of Economics and Statistics, MIT Press, vol. 70(3), pages 492-503, August.
    39. Param Silvapulle, 1992. "Testing for AR (p) against IMA (1,9) Disturbances in the Linear Regression Model," Working Papers 1992.03 EDIRC Provider-In, School of Economics, La Trobe University.
    40. Bandopadhyaya, Arindam, 1991. "Speculative efficiency and risk premium in the market for foreign exchange : In search of the true specification," Economics Letters, Elsevier, vol. 36(3), pages 299-304, July.
    41. Neil R. Ericsson, 1986. "Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 53(4), pages 691-707.
    42. McAleer, Michael & Pagan, Adrian R & Volker, Paul A, 1985. "What Will Take the Con out of Econometrics?," American Economic Review, American Economic Association, vol. 75(3), pages 293-307, June.
    43. Ram, Rati, 1986. "Government Size and Economic Growth: A New Framework and Some Evidencefrom Cross-Section and Time-Series Data," American Economic Review, American Economic Association, vol. 76(1), pages 191-203, March.
    44. Ericsson, Neil R, 1991. "Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 59(5), pages 1249-1277, September.
    45. Ohashi, Isao, 1989. "On the determinants of bonuses and basic wages in large Japanese firms," Journal of the Japanese and International Economies, Elsevier, vol. 3(4), pages 451-479, December.
    46. A. R. Pagan & A. D. Hall & P. K. Trivedi, 1983. "Assessing the Variability of Inflation," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 50(4), pages 585-596.
    47. Luc Anselin, 1984. "Specification Tests On The Structure Of Interaction In Spatial Econometric Models," Papers in Regional Science, Wiley Blackwell, vol. 54(1), pages 165-182, January.
    48. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
    49. Dubin, Robin A. & Sung, Chein-Hsing, 1990. "Specification of hedonic regressions: Non-nested tests on measures of neighborhood quality," Journal of Urban Economics, Elsevier, vol. 27(1), pages 97-110, January.
    50. 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.
    51. François Laisney & Michael Lechner & Steinar Strom, 1991. "Lessons from Specification Tests for a Labour Supply Model," Annals of Economics and Statistics, GENES, issue 20-21, pages 193-217.
    52. Param Silvapulle, 1992. "Testing for AR (p) against IMA (1,9) Disturbances in the Linear Regression Model," Working Papers 1992.03, School of Economics, La Trobe University.
    53. Pesaran, M Hashem & Samiei, Hossein, 1992. "An Analysis of the Determination of Deutsche Mark/French Franc Exchange Rate in a Discrete-Time Target-Zone Model," Economic Journal, Royal Economic Society, vol. 102(411), pages 388-401, March.
    54. Smith, Marlene A. & Maddala, G. S., 1983. "Multiple model testing for non-nested heteroskedastic censored regression models," Journal of Econometrics, Elsevier, vol. 21(1), pages 71-81, January.
    55. Durbin, J, 1970. "Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables," Econometrica, Econometric Society, vol. 38(3), pages 410-421, May.
    56. Morimune, Kimio, 1979. "Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis," Econometrica, Econometric Society, vol. 47(4), pages 957-975, July.
    57. Unknown, 1986. "Letters," Choices: The Magazine of Food, Farm, and Resource Issues, Agricultural and Applied Economics Association, vol. 1(4), pages 1-9.
    58. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
    59. McAleer, Michael & Fisher, Gordon & Volker, Paul, 1982. "Separate Misspecified Regressions and the U.S. Long-Run Demand for Money Function," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 572-583, November.
    60. Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
    61. Pesaran, M Hashem, 1988. "On the Policy Ineffectiveness Proposition and a Keynesian Alternative: A Rejoinder," Economic Journal, Royal Economic Society, vol. 98(391), pages 504-508, June.
    62. 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.
    63. John Beath, 1979. "Target Profits, Cost Expectations and the Incidence of the Corporate Income Tax," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 46(3), pages 513-525.
    64. Smith, Marlene A & Smyth, David J, 1991. "Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 17-30, Jan.-Marc.
    65. McAleer, Michael & McKenzie, C R, 1991. "Keynesian and New Classical Models of Unemployment Revisited," Economic Journal, Royal Economic Society, vol. 101(406), pages 359-381, May.
    66. Oral Capps & Randall A. Kramer, 1985. "Analysis of Food Stamp Participation Using Qualitative Choice Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(1), pages 49-59.
    67. Pesaran, M H & Deaton, Angus S, 1978. "Testing Non-Nested Nonlinear Regression Models," Econometrica, Econometric Society, vol. 46(3), pages 677-694, May.
    68. Rao, B. Bhaskara, 1993. "Unit root hypothesis, new classical and Keynesian models," Economics Letters, Elsevier, vol. 41(1), pages 47-52.
    69. Rao, B.B., 1992. "Keynesian and New Classical Output and Unemployment Equations for Australia," Papers 92-2, New South Wales - School of Economics.
    70. Martinello, Felice, 1989. "Wage and Employment Determination in a Unionized Industry: The IWA and the British Columbia Wood Products Industry," Journal of Labor Economics, University of Chicago Press, vol. 7(3), pages 303-330, July.
    71. Bera, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Test Of Non-Nested Models And General Erro Specifications," Papers 3, California Los Angeles - Applied Econometrics.
    72. Allan W. Gregory & Michael McAleer, 1983. "Testing Non-Nested Specifications of Money Demand for Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 16(4), pages 593-602, November.
    73. Mel Bungey & Peter Kenyon & Philip J. Grossman, 1991. "Explaining intergovernmental grants: Australian evidence," Monash Economics Working Papers archive-14, Monash University, Department of Economics.
    74. Pesaran, M Hashem, 1990. "An Econometric Analysis of Exploration and Extraction of Oil in the U.K. Continental Shelf," Economic Journal, Royal Economic Society, vol. 100(401), pages 367-390, June.
    75. Goodman, Allen C & Dubin, Robin A, 1990. "Sample Stratification with Non-nested Alternatives: Theory and a Hedonic Example," The Review of Economics and Statistics, MIT Press, vol. 72(1), pages 168-173, February.
    76. Silvapulle, Paramsothy, 1992. "Testing for AR(p) against IMA(1, q) disturbances in the linear regression model," Economics Letters, Elsevier, vol. 40(3), pages 257-261, November.
    77. Naorayex K. Dastoor & Michael McAleer, 1985. "On the Consistency of Joint and Paired Tests for Non-Nested Regression Models," Working Paper 614, Economics Department, Queen's University.
    78. Thursby, Jerry G, 1988. "Evaluation of Coefficients in Misspecified Regressions with Application to Import Demand," The Review of Economics and Statistics, MIT Press, vol. 70(4), pages 690-695, November.
    79. Gary D. Thompson & Charles C. Lyon, 1989. "Marketing Order Impacts on Farm-Retail Price Spreads: The Suspension of Prorates on California-Arizona Navel Oranges," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 71(3), pages 647-660.
    80. Dastoor, Naorayex K. & McAleer, Michael, 1989. "Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses," Econometric Theory, Cambridge University Press, vol. 5(1), pages 83-94, April.
    81. McAleer, Michael, 1992. "Modelling in econometrics: The deterrent effect of capital punishment," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 33(5), pages 519-532.
    82. Rao, B Bhaskara, 1992. "Some Further Evidence on the Policy Ineffectiveness Proposition," Economic Journal, Royal Economic Society, vol. 102(414), pages 1244-1250, September.
    83. Deaton, Angus S, 1978. "Specification and Testing in Applied Demand Analysis," Economic Journal, Royal Economic Society, vol. 88(351), pages 524-536, September.
    84. Dastoor, Naorayex K., 1983. "Some aspects of testing non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 21(2), pages 213-228, February.
    85. Breusch, T S & Pagan, A R, 1979. "A Simple Test for Heteroscedasticity and Random Coefficient Variation," Econometrica, Econometric Society, vol. 47(5), pages 1287-1294, September.
    86. MacKinnon, James G. & Milbourne, Ross D., 1984. "Monetary anticipations and the demand for money," Journal of Monetary Economics, Elsevier, vol. 13(2), pages 263-274, March.
    87. Patterson, K D, 1986. "The Stability of Some Annual Consumption Functions," Oxford Economic Papers, Oxford University Press, vol. 38(1), pages 1-30, March.
    88. Pesaran, M. Hashem, 1987. "Global and Partial Non-Nested Hypotheses and Asymptotic Local Power," Econometric Theory, Cambridge University Press, vol. 3(1), pages 69-97, February.
    89. Gwyn Aneuryn-Evans & Angus Deaton, 1980. "Testing Linear versus Logarithmic Regression Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 47(1), pages 275-291.
    90. Sargan, J D, 1980. "Some Tests of Dynamic Specification for a Single Equation," Econometrica, Econometric Society, vol. 48(4), pages 879-897, May.
    91. White, Halbert, 1982. "Regularity conditions for cox's test of non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 301-318, August.
    92. Param Silvapulle, 1992. "Testing AR (1) Against MA (1) Disturbances in the Dynamic Linear Regression Model," Working Papers 1992.12 EDIRC Provider-In, School of Economics, La Trobe University.
    93. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    94. Junankar, P.N. & Kapuscinski, C.A., 1990. "The Duration Of Unemployment In Australia: Memory And Measurement," CEPR Discussion Papers 238, Centre for Economic Policy Research, Research School of Economics, Australian National University.
    95. repec:adr:anecst:y:1991:i:20-21:p:09 is not listed on IDEAS
    96. Craig, Steven G & Kohlhase, Janet E & Papell, David H, 1991. "Chaos Theory and Microeconomics: An Application to Model Specification and Hedonic Estimation," The Review of Economics and Statistics, MIT Press, vol. 73(2), pages 208-215, May.
    97. V. Kerry Smith, 1975. "Travel Cost Demand Models for Wilderness Recreation: A Problem of Non-Nested Hypotheses," Land Economics, University of Wisconsin Press, vol. 51(2), pages 103-111.
    98. Bera, Anil K. & Kelley, Timothy G., 1990. "Adoption of high yielding rice varieties in Bangladesh : An econometric analysis," Journal of Development Economics, Elsevier, vol. 33(2), pages 263-285, October.
    99. Pesaran, M. H. & Hall, A. D., 1988. "Tests of non-nested linear regression models subject to linear restrictions," Economics Letters, Elsevier, vol. 27(4), pages 341-348.
    100. Bai, J. & Jakeman, A.J. & Mcaleer, M., 1990. "Estimation And Discrimination Of Alternative Air Pollution Models," Papers 209, Australian National University - Department of Economics.
    101. Wren-Lewis, Simon, 1986. "An Econometric Model of U.K. Manufacturing Employment Using Survey Data on Expected Output," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 1(4), pages 297-316, October.
    102. Bresnahan, Timothy F, 1987. "Competition and Collusion in the American Automobile Industry: The 1955 Price War," Journal of Industrial Economics, Wiley Blackwell, vol. 35(4), pages 457-482, June.
    103. George E. Battese & Bruce P. Bonyhady, 1981. "Estimation of Household Expenditure Functions:An Application of a Class of Heteroscedastic Regression Models," The Economic Record, The Economic Society of Australia, vol. 57(1), pages 80-85, March.
    104. Struckmeyer, Charles S, 1987. "The Putty-Clay Perspective on the Capital-Energy Complementarity Debate," The Review of Economics and Statistics, MIT Press, vol. 69(2), pages 320-326, May.
    105. Oxley, Les & McAleer, Michael, 1993. "Econometric Issues in Macroeconomic Models with Generated Regressors," Journal of Economic Surveys, Wiley Blackwell, vol. 7(1), pages 1-40.
    106. Howard Doran, 1993. "Testing Nonnested Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 75(1), pages 95-103.
    107. Pagan, Adrian, 1984. "Econometric Issues in the Analysis of Regressions with Generated Regressors," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 25(1), pages 221-247, February.
    108. Shideed, Kamil H. & White, Fred C., 1989. "Alternative Forms Of Price Expectations In Supply Analysis For U.S. Corn And Soybean Acreages," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 14(2), pages 1-12, December.
    109. Van Hoa, Tran, 1986. "Effects of monetary and fiscal policy on inflation : Some evidence from the J-test," Economics Letters, Elsevier, vol. 22(2-3), pages 187-190.
    110. Silvapulle, Paramsothy & King, Maxwell L, 1991. "Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model," Journal of Business & Economic Statistics, American Statistical Association, vol. 9(3), pages 329-335, July.
    111. James G. MacKinnon, 1983. "Model Specification Tests Against Non-Nested Alternatives," Working Paper 573, Economics Department, Queen's University.
    112. Charemza, Wojciech W & Ghatak, Subrata, 1990. "Demand for Money in a Dual-Currency, Quantity-Constrained Economy: Hungary and Poland, 1956-1985," Economic Journal, Royal Economic Society, vol. 100(403), pages 1159-1172, December.
    113. Beggs, John J, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(185), pages 81-101, June.
    114. Beraq, A.K. & Mcaleer, M. & Pesaran, M.H., 1989. "Joint Tests Of Non-Nested Modls And General Error Specifications," ISER Discussion Paper 0197, Institute of Social and Economic Research, Osaka University.
    115. Jane Murray, 1984. "Retail Demand for Meat in Australia: A Utility Theory Approach," The Economic Record, The Economic Society of Australia, vol. 60(1), pages 45-56, March.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    2. McAleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment," Other publications TiSEM 1db235af-e3ae-45a5-861d-8, Tilburg University, School of Economics and Management.
    3. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    4. Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
    5. Smith, Marlene A & Smyth, David J, 1991. "Multiple and Pairwise Non-nested Tests of the Influence of Taxes on Money Demand," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 6(1), pages 17-30, Jan.-Marc.
    6. Prof. Neil D. Karunaratne, 1999. "Rival Macroeconomic Models And Australian Stylised Facts," Discussion Papers Series 261, School of Economics, University of Queensland, Australia.
    7. Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
    8. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
    9. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    10. Elyasiani, Elyas & Zadeh, Ali H. M., 1999. "Econometric tests of alternative scale variables in money demand in open economies: International evidence from selected OECD countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 193-211.
    11. Dahalan, Jauhari & Sharma, Subhash C. & Sylwester, Kevin, 2007. "Scale variable specification in a money demand function for Malaysia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 867-882, December.
    12. Monfardini, Chiara, 2003. "An illustration of Cox's non-nested testing procedure for logit and probit models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 425-444, March.
    13. Charles W. Bischoff & Steven C. Hine, 1992. "A Test of Fischer's Theory of Monetary Misperceptions and the Business Cycle in the Presence of Long-Term Contracts," Eastern Economic Journal, Eastern Economic Association, vol. 18(1), pages 99-110, Winter.
    14. Beggs, John J, 1988. "Diagnostic Testing in Applied Econometrics," The Economic Record, The Economic Society of Australia, vol. 64(185), pages 81-101, June.
    15. Pons Novell, Jordi, 1997. "Selección de modelos no anidados. Un estudio de Monte Carlo," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 7, pages 131-139, Junio.
    16. D.P. Doessel & Abbas Valadkhani, 2002. "Public Finance and The Size of Government: A Literature Review and Econometric Results for Fiji," School of Economics and Finance Discussion Papers and Working Papers Series 108, School of Economics and Finance, Queensland University of Technology.
    17. C. R. McKenzie & Michael McAleer, 2001. "Comparing Tests of Autoregressive Versus Moving Average Errors in Regression Models Using Bahadur's Asymptotic Relative Efficiency," ISER Discussion Paper 0537, Institute of Social and Economic Research, Osaka University.
    18. 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.
    19. Dastoor, Naorayex K. & Fisher, Gordon, 1988. "On Point-Optimal Cox Tests," Econometric Theory, Cambridge University Press, vol. 4(1), pages 97-107, April.
    20. W D A Bryant, 2009. "General Equilibrium:Theory and Evidence," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 6875, January.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:67:y:1995:i:1:p:149-171. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jeconom .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.