Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
J. Szroeter
Statistics & Probability Letters, 1996, vol. 29, issue 1, 9-14
Abstract:
This paper obtains a complete characterization of the previously unknown exact finite-sample distribution of a routine statistic for testing a linear regression function against a non-nested alternative. Simple approximations to the exact distribution are investigated.
Keywords: Non-nested; regressions; Most; powerful; test; Eigenvalues; Exact; finite-sample; distribution; Student; T; and; root-F; mixture; Approximations (search for similar items in EconPapers)
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:29:y:1996:i:1:p:9-14
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