A Non-Nested Test of Level-Differenced versus Log-Differenced Stationary Models

B. Pesaran and M.H. Pesaran
Authors registered in the RePEc Author Service: Mohammad Hashem Pesaran

Cambridge Working Papers in Economics from Faculty of Economics, University of Cambridge

Keywords: economic models; econometrics (search for similar items in EconPapers)
Pages: 13 pages
Date: 1992
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Citations: View citations in EconPapers (3)

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Persistent link: https://EconPapers.repec.org/RePEc:cam:camdae:9222

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