On exact and asymptotic tests of non-nested models

In this note we establish finite sample relations among some exact and asymptotic tests of non-nested linear regression models.

Year of publication:	1987
Authors:	Bera, Anil K. ; McAleer, Michael
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 5.1987, 1, p. 19-22
Publisher:	Elsevier
Keywords:	Atkinson test Cox test finite sample distribution non-nested regression models

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223690