Two Papers on Model Testing and Discrimination

Gordon Fisher and Michael McAleer

Working Paper from Economics Department, Queen's University

Abstract: The first paper demonstrates that Theil's (1961) minimum error variance criterion is asymptotically valid for choosing between non-nested non-linear regression models, as long as one of the models is 'true'. The second paper shows that when the null and alternative hypotheses are separate regression models, Atkinson's procedure always provides a consistent test.

Pages: 15
Date: 1980
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