A simulation approach to the problem of computing Cox's statistic for testing nonnested models

M Hashem Pesaran () and Bahram Pesaran

Journal of Econometrics, 1993, vol. 57, issue 1-3, pages 377-392

Date: 1993
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Working Paper: A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS (1989)
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