Specification analysis with discriminating priors: an application to the concentration profits debate

DOI10.1080/07311768208800006zbMath0499.62098OpenAlexW2032341881MaRDI QIDQ3965472

Thomas F. Cooley

Publication date: 1982

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07311768208800006

zbMATH Keywords

model selectionspecification uncertainty

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Bayesian inference (62F15) Economic time series analysis (91B84)

Cites Work

• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• On the General Problem of Model Selection
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
• Testing Non-Nested Nonlinear Regression Models
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
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