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Model specification tests against non-nested alternatives

โœ Scribed by MacKinnon, James G.


Book ID
121204760
Publisher
Taylor and Francis Group
Year
1983
Tongue
English
Weight
819 KB
Volume
2
Category
Article
ISSN
0747-4938

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Testing non-nested semiparametric models
โœ Miguel A. Delgado; Juan Mora ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 245 KB

This paper proposes a test statistic for discriminating between two partly non-linear regression models whose parametric components are non-nested. The statistic has the form of a J-test based on a parameter which artiยฎcially nests the null and alternative hypotheses. We study in detail the realisti