On Inferring the True Model's Direction

C. F. Chin and Peter Kennedy

Canadian Journal of Economics, 1987, vol. 20, issue 4, 876-79

Abstract: Using a recently-suggested definition of the direction of a model, it is shown that the direction of the true model relati ve to rejected non-nested alternatives can be inferred from the sign of an easily-calculated statistic. In some cases, this inference can be made by looking only at the signs of the relevant J or Cox statist ics.

Date: 1987
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