Model specification tests against non-nested alternatives
Year of publication: |
1983
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Authors: | McKinnon, James G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 2.1983, 1, p. 85-110
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Subject: | Statistiktheorie | Ökonometrik Schätzung |
Description of contents: |
McKinnon, James G.: Reply. S. 151-158
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Posterior analysis of econometric models using Monte Carlo integration
Dijk, Herman K. van, (1984)
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Leabo, Dick Albert, (1972)
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Statistical methods of econometrics
Malinvaud, Edmond, (1970)
- More ...
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A simplified version of the differencing test
Davidson, Russell, (1985)
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Small sample properties of alternative forms of the Langrange multiplier test
Davidson, Russel, (1983)
- More ...