Alternative Nonnested Specification Tests of Time Series Investment Models
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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
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美国国家经济研究局创建时间：
1985-06-01
