Tests Of Non-nested Linear-regression Models Subject To Linear Restrictions

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dc.contributor.author Pesaran, Mh en_US
dc.contributor.author Hall, Tony en_US
dc.contributor.editor en_US
dc.date.accessioned 2011-02-07T06:27:01Z
dc.date.available 2011-02-07T06:27:01Z
dc.date.issued 1988 en_US
dc.identifier 2006014937 en_US
dc.identifier.citation Pesaran Mh and Hall Anthony 1988, 'Tests Of Non-nested Linear-regression Models Subject To Linear Restrictions', Elsevier Science Sa Lausanne, vol. 27, no. 4, pp. 341-348. en_US
dc.identifier.issn 0165-1765 en_US
dc.identifier.other C1UNSUBMIT en_US
dc.identifier.uri http://hdl.handle.net/10453/14032
dc.description.abstract The standard methods for testing between non-nested or separate regression models require that the models have the same dependent variable. If the models are subject to non-homogeneous linear restrictions, substituting out these restrictions results in a redefinition of the dependent variable before estimation and the standard results will not apply. We derive a Wald-type test statistic to cater for this situation. en_US
dc.language en_US
dc.publisher Elsevier Science Sa Lausanne en_US
dc.relation.isbasedon http://dx.doi.org/10.1016/0165-1765(88)90160-7 en_US
dc.title Tests Of Non-nested Linear-regression Models Subject To Linear Restrictions en_US
dc.parent Economics Letters en_US
dc.journal.volume 27 en_US
dc.journal.number 4 en_US
dc.publocation Lausanne en_US
dc.identifier.startpage 341 en_US
dc.identifier.endpage 348 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 150202 en_US
dc.personcode 0000035556 en_US
dc.personcode 970384 en_US
dc.percentage 50 en_US
dc.classification.name Financial Econometrics en_US
dc.classification.type FOR-08 en_US
dc.edition en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity ISI:A1988Q383900008 en_US
dc.description.keywords NA en_US
dc.staffid en_US
dc.staffid 970384 en_US


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