An Encompassing Approach To Conditional Mean Tests With Applications To Testing Nonnested Hypotheses
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- Wooldridge, Jeffrey M., 1990. "An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses," Journal of Econometrics, Elsevier, vol. 45(3), pages 331-350.
References listed on IDEAS
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Keywordstime series ; economic models ; tests ; evaluation;
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