Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
| Year of publication: |
1982
|
|---|---|
| Authors: | Godfrey, L. G. ; Pesaran, M. Hashem |
| Published in: |
Working papers in economics and econometrics. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 863099-9. - Vol. 78.1982, p. 1-37
|
| Subject: | Ökonometrik Schätzung |
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[Rezension von: Godfrey, L. G., Misspecification tests in econometrics]
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Small sample adjustments for the J-test
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