The distributions of the J and Cox non-nested test in regression models with weakly correlated regressors
Year of publication: |
1999
|
---|---|
Authors: | Michelis, Leo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 93.1999, 2, p. 369-401
|
Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Theorie | Theory |
-
How to implement bootstrap hypothesis testing in static and dynamic regression models
Giersbergen, Noud P. van, (1994)
-
Tödter, Karl-Heinz, (2008)
-
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
Andrews, Donald W. K., (2008)
- More ...
-
Financial frictions, durable goods and monetary policy
Emenogu, Ugochi T., (2019)
-
Michelis, Leo, (2007)
-
Michelis, Leo, (2005)
- More ...