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The Null Distribution of Nonnested Tests with Nearly Orthogonal Regression Models

Published online by Cambridge University Press:  11 February 2009

Leo Michelis
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Abstract

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Type
Problems
Information
Econometric Theory , Volume 11 , Issue 5 , October 1995 , pp. 1177 - 1178
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Davidson, R. & MacKinnon, J.G. (1981) Several tests for model specification in the presence of alternative hypotheses. Econometrka 49, 781–793.Google Scholar
Fisher, G.R. (1983) Tests of two separate regressions. Journal of Econometrics 21, 117–132.CrossRefGoogle Scholar