Alternative Nonnested Specification Tests of Time Series Investment Models
收藏NBER1985-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0049
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资源简介：
This paper develops and compares nonnested hypothesis tests for linear regression models with first-order serially correlated errors. It extends the nonnested testing procedures of Pesaran, Fisher and McAleer, and Davidson and MacKinnon, and compares their performance on four conventional models of
提供机构：
美国国家经济研究局
创建时间：
1985-06-01
