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A semi-parametric non-nested test in a dynamic panel data model

✍ Scribed by Qi Li; Thanasis Stengos


Book ID
116102128
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
325 KB
Volume
49
Category
Article
ISSN
0165-1765

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## Abstract In this paper it is shown that a convenient score test against non‐nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. This is essentially a test for the correct specification of the conditional distribution of the vari