A Note on Model Discrimination after Model Testing.

Chin and Kennedy (1987) have recently suggested a procedure that they claim can be used to infer the direction of the true model relative to two rejected nonnested hypotheses. This note argues that their procedure can be viewed as model discrimination after model testing has rejected two nonnested hypotheses and, therefore, does not enable something useful to be inferred about the true model.

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Year of publication:	1990
Authors:	Dastoor, Naorayex K.
Published in:	Canadian Journal of Economics. - Canadian Economics Association - CEA. - Vol. 23.1990, 1, p. 236-44
Publisher:	Canadian Economics Association - CEA

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Extent:	text/html
Type of publication:	Article
Notes:	Published
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005604713