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

M. Hashem Pesaran and Bahram Pesaran
Authors registered in the RePEc Author Service: Mohammad Hashem Pesaran

Journal of Econometrics, 1993, vol. 57, issue 1-3, 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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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:57:y:1993:i:1-3:p:377-392

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