An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses (Q918589)
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scientific article; zbMATH DE number 4159862
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses |
scientific article; zbMATH DE number 4159862 |
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An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses (English)
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1990
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conditional mean encompassing tests
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conditional mean misspecification
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cross-section
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time-series
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encompassing principle
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Lagrange multiplier test
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nested models
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nonnested alternatives
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Hausman test
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weighted nonlinear least-squares estimators
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nonlinear dynamic models
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linear least-squares regressions
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