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Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment

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  • McAleer, M.

    (Tilburg University, Center For Economic Research)

  • Pesaran, M.H.
  • Bera, A.K.

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  • 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," Discussion Paper 1990-4, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:1db235af-e3ae-45a5-861d-82ac21aec012
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    17. 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.
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    Cited by:

    1. MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
    2. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.

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