On exact and asymptotic tests of non-nested models

Anil K. Bera, Michael McAleer

Research output: Contribution to journalArticlepeer-review

Abstract

In this note we establish finite sample relations among some exact and asymptotic tests of non-nested linear regression models.

Original languageEnglish (US)
Pages (from-to)19-22
Number of pages4
JournalStatistics and Probability Letters
Volume5
Issue number1
DOIs
StatePublished - Jan 1987

Keywords

  • Atkinson test
  • Cox test
  • finite sample distribution
  • non-nested regression models

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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