Testing several nonnested regressions simultaneously. A nonparametric approach

A test for the problem of choosing between several nonnested nonlinear regression models simultaneously is presented. The test does not require an explicit specification of a parametric family of distributions for the error term and has a closed form.

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Year of publication:	1985
Authors:	Aguirre-Torres, Victor
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 3.1985, 6, p. 317-324
Publisher:	Elsevier
Keywords:	robust regression semingly unrelated nonlinear regressions asymptotically distribution free tests

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

Persistent link: https://www.econbiz.de/10005319416