Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435)
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scientific article; zbMATH DE number 3822985
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence |
scientific article; zbMATH DE number 3822985 |
Statements
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (English)
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1983
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non-nested models
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Cox-type tests
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small sample significance levels
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asymptotic significance levels
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lagged values of dependent variables
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Davidson-McKinnon J-test
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Fisher-McAleer test
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