Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
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Publication:1167506
DOI10.1016/0304-4076(81)90005-1zbMath0491.62095OpenAlexW4237417232MaRDI QIDQ1167506
Publication date: 1981
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(81)90005-1
Related Items (6)
Statistical inference in non-nested econometric models ⋮ A floor and ceiling model of US output ⋮ On the comprehensive method of testing non-nested regression models ⋮ Some aspects of testing non-nested hypotheses ⋮ Expected utility theory and prospect theory: One wedding and a decent funeral ⋮ A test for distributional assumptions for the stochastic frontier functions
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- APPROXIMATE CONFIDENCE INTERVALS
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