A SIMULATION APPROACH TO THE PROBLEM OF COMPUTING COX'S STATISTIC FOR TESTING NON-NESTED MODELS

M.H. Pasaran and B. Pasaran
Authors registered in the RePEc Author Service: M Hashem Pesaran ()

Working Papers from California Los Angeles - Applied Econometrics

Keywords: computer programmes; stochastic processes; economic models; tests (search for similar items in EconPapers)
Date: 1989

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Journal Article: A simulation approach to the problem of computing Cox's statistic for testing nonnested models (1993)
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