Godfrey, Leslie G; McAleer, Michael; McKenzie, Colin R - In: The Review of Economics and Statistics 70 (1988) 3, pp. 492-503
The purpose of this paper is to examine the properties of various tests of linear and logarithmic (or log-linear) regression models. The test procedures may be categorized as follows: (1) tests that exploit the fact that the two models are intrinsically non-nested; (2) tests based on the Box-Cox...