A non-nested test of level-differenced versus log-differenced stationary models
Year of publication: |
1995
|
---|---|
Authors: | Pesaran, Bahram |
Other Persons: | Pesaran, M. Hashem (contributor) |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 14.1995, 2, p. 213-227
|
Subject: | Schätztheorie | Estimation theory | Simulation | Theorie | Theory |
-
Simulation and estimation of hedonic models
Heckman, James J., (2003)
-
Some perspectives on data issues in microsimulation modelling
Feenberg, Daniel, (2000)
-
Refining the Carlson-Parkin method
Löffler, Gunter, (1999)
- More ...
-
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Pesaran, M. Hashem, (1993)
-
A simulation approach to the problem of computing cox's statistic for testing non-nested models
Pesaran, M. Hashem, (1989)
-
A non-nested test of level-differenced versus log-differenced stationary models
Pesaran, Bahram, (1992)
- More ...