Otsu, Taisuke - In: Economics Bulletin 3 (2004) 28, pp. 1-4
We consider the effect of Godfrey and Pesaran's (1983) two small-sample adjustments for the Cox (1961, 1962) non-nested test statistic under linear regression models. Based on convenient representations of the test statistics in terms of the correlation coefficients, we compare the confidence...
