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Bootstrap and pretest J-type non-nested tests for orthogonal regression models : some Monte Carlo evidence
Michelis, Leo; Stengos, Thanasēs; Yang, Ling - In: Journal of quantitative economics : official journal of … 3 (2005) 2, pp. 82-97
Persistent link: https://www.econbiz.de/10003314499
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Root-N-consistent semiparametric regression with conditionally heteroskedastic disturbances
Fan, Yanqin - In: Journal of quantitative economics : official journal of … 11 (1995) 1, pp. 229-240
Persistent link: https://www.econbiz.de/10001196284
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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 - In: Journal of quantitative economics : official journal of … 9 (1993) 1, pp. 177-181
Persistent link: https://www.econbiz.de/10001147591