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Orthogonal regression models and the distribution of non-nested tests
Michelis, Leo - In: Journal of quantitative economics : journal of the … 12 (1996) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10009927258
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A note on the exact mean of the estimator of the nesting parameter in the artificial regression of the J-test
Michelis, Leo; Stengos, Thanasis - In: Journal of quantitative economics : journal of the … 9 (1993) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10009927168
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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasis; Yang, Ling - In: Journal of quantitative economics : journal of the … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10009927401