On Point-Optimal Cox Tests

Noxy Dastoor and Gordon Fisher

Working Paper from Economics Department, Queen's University

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

Pages: 15 pages
Date: 1987
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Journal Article: On Point-Optimal Cox Tests (1988)
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Persistent link: https://EconPapers.repec.org/RePEc:qed:wpaper:678

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