Testing Linear versus Logarithmic Regression Models: A Comment

Neil Ericsson

The Review of Economic Studies, 1982, vol. 49, issue 3, 477-481

Abstract: In a recent article, Aneuryn-Evans and Deaton propose asymptotic formulae for analysing Monte Carlo studies of the Cox statistics for testing non-nested hypotheses. This note shows the invalidity of those formulae by demonstrating that, in general, the Cox statistics do not have a singular joint asymptotic distribution.

Date: 1982
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