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The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors

Leo Michelis

Journal of Econometrics, 1999, vol. 93, issue 2, 369-401

Date: 1999
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Citations: View citations in EconPapers (5)

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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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