Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/189085 
Autor:innen: 
Erscheinungsjahr: 
1983
Schriftenreihe/Nr.: 
Queen's Economics Department Working Paper No. 573
Verlag: 
Queen's University, Department of Economics, Kingston (Ontario)
Zusammenfassung: 
Non-nested hypothesis tests provide a way to test the specification of an econometric model against the evidence provided by one or more non-nested alternatives. This paper surveys the recent literature on non-nested hypothesis testing in the context of regression and related models. Much of the purely statistical literature which has evolved from the fundamental work of Cox is discussed briefly or not at all. Instead, emphasis is placed on those techniques which are easy to employ in practice and are likely to be useful to applied workers.
Schlagwörter: 
Cox test
nonnested hypotheses
J test
specification tests
nonnested hypothesis test
JEL: 
C10
C12
Dokumentart: 
Working Paper

Datei(en):
Datei
Größe
532.42 kB





Publikationen in EconStor sind urheberrechtlich geschützt.