Testing the specification of multivariate models in the presence of alternative hypotheses

DOI10.1016/0304-4076(83)90059-3zbMath0541.62108OpenAlexW2015157769MaRDI QIDQ794385

James G. MacKinnon, Russell Davidson

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90059-3

zbMATH Keywords

multivariate econometric modelnon-nested hypothesis testpresence of an alternative modeltesting the specification

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)

Related Items (1)

Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models

Cites Work

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• On the comprehensive method of testing non-nested regression models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Some Non-Nested Hypothesis Tests and the Relations Among Them
• Testing Non-Nested Nonlinear Regression Models

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