A Simulation Approach To The Problem Of Computing Cox'S Statistic For Testing Non-Nested Models
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- 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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Keywordscomputer programmes ; stochastic processes ; economic models ; tests;
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