On Point-Optimal Cox Tests

This paper is concerned with the problem of testing one form of covariance structure against another in a normal linear regression. All point-optimal tests recently proposed by King and his associates can be interpreted as special cases of the Cox test for non-nested hypotheses. This provides a synthesis that King and his associates have exposed a class of Cox tests which have an exact distribution.

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Year of publication:	1987
Authors:	Dastoor, Naorayex K. ; Fisher, Gordon
Institutions:	Economics Department, Queen's University

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	15 pages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005653266