Testing the specification of multivariate models in the presence of alternative hypotheses
type: Item
instance of: scholarly article
title: Testing the specification of multivariate models in the presence of alternative hypotheses
zbMATH Open document ID: 0541.62108
DOI: 10.1016/0304-4076(83)90059-3
author: Russell Davidson
author: James G. Mackinnon
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 3860265
zbMATH Keywords: non-nested hypothesis test
zbMATH Keywords: testing the specification
zbMATH Keywords: multivariate econometric model
zbMATH Keywords: presence of an alternative model
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90059-3
OpenAlex ID: W2015157769
cites work: Q5600597
cites work: Q5340435
cites work: Some Non-Nested Hypothesis Tests and the Relations Among Them
cites work: Several Tests for Model Specification in the Presence of Alternative Hypotheses
cites work: On the comprehensive method of testing non-nested regression models
cites work: Testing Non-Nested Nonlinear Regression Models
description: scientific article; zbMATH DE number 3860265