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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
Solutions
Information
Econometric Theory , Volume 12 , Issue 5 , December 1996 , pp. 870 - 871
Copyright
Copyright © Cambridge University Press 1996

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References

NOTE

1. In answering (b), I have benefited from a suggestion made by an anonymous referee.