On Point-Optimal Cox Tests

Noxy Dastoor and Gordon Fisher

No 275207, Queen's Institute for Economic Research Discussion Papers from Queen's University - Department of Economics

Abstract: This paper is concerned with the general problem of testing one form of covariance structure against another in a normal linear regression. It is shown that all the point-optimal tests recently proposed by King and his associates can be interpreted as special cases of a Cox test for non-nested hypotheses. This provides a synthesis of a whole range of point-optimal tests as well as demonstrating that King and his associates have exposed a class of Cox tests which have an exact distribution.

Keywords: Demand and Price Analysis; Financial Economics (search for similar items in EconPapers)
Pages: 20
Date: 1987-01
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Related works:
Journal Article: On Point-Optimal Cox Tests (1988)
Working Paper: On Point-Optimal Cox Tests (1987)
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Persistent link: https://EconPapers.repec.org/RePEc:ags:queddp:275207

DOI: 10.22004/ag.econ.275207

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