On exact and asymptotic tests of non-nested models
In this note we establish finite sample relations among some exact and asymptotic tests of non-nested linear regression models.
Year of publication: |
1987
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Authors: | Bera, Anil K. ; McAleer, Michael |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 1, p. 19-22
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Publisher: |
Elsevier |
Keywords: | Atkinson test Cox test finite sample distribution non-nested regression models |
Saved in:
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