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Two Papers on Model Testing and Discrimination

The first paper demonstrates that Theil's (1961) minimum error variance criterion is asymptotically valid for choosing between non-nested non-linear regression models, as long as one of the models is 'true'. The second paper shows that when the null and alternative hypotheses are separate regression models, Atkinson's procedure always provides a consistent test.
Year of publication:
1980
Authors: Fisher, Gordon ; McAleer, Michael
Institutions: Economics Department, Queen's University
Series:
Type of publication: Book / Working Paper
Notes:
1 pages long
Source:
Persistent link: https://www.econbiz.de/10005653136
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