Tests of non-nested regression models : small sample adjustments and Monte Carlo evidence
L. C. Godfrey and M. H. Pesaran . University of Cambridge, Department of Applied Economics
| Year of publication: |
1985
|
|---|---|
| Authors: | Godfrey, L. C. ; Pesaran, M. Hashem |
| Publisher: |
Cambridge |
| Subject: | Statistik | Monte-Carlo-Methoden | Korrelation und Regression | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Simulation |
| Extent: | S. 134-154 8° |
|---|---|
| Series: | Economics reprint ; Nr 94 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Umschlagt. Aus: Journal of Econometrics. 21. <1983> |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003551653