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Communications in Statistics - Theory and Methods Volume 19, 1990 - Issue 10
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Original Articles

Alternative approaches to testing non-nested models with autocorrelated disturbances

Michael McAleer Australian National University, Canberra, Australia, ACT 2601; Tilburg University, The Netherlands
,
M. Hashem Pesaran University of California, Los Angeles, California, 90024, U.S.A; Trinity College, Chambridge, England
&
Anil K. Bera University of Illinois, Chambridge, Illinois, 61820, U.S.A; University of California, San Diego, California, 92093, U.S.A
Pages 3619-3644 | Received 01 May 1990, Published online: 27 Jun 2007

Citations (6)

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Read on this site (2)

Seyhan Z. Arkonac & Matthew L. Higgins. (1995) A monte carlo study of tests for non-nested models estimated by generalized method of moments. Communications in Statistics - Simulation and Computation 24:3, pages 745-763.
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Anil K. Bera, Michael McAleer, M. Hashem Pesaran & Mann J. Yoon. (1992) Joint tests of non-nested models and general error specifications. Econometric Reviews 11:1, pages 97-117.
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Articles from other publishers (4)

M. Hashem Pesaran & M. Rodrigo Dupleich Ulloa. 2018. The New Palgrave Dictionary of Economics. The New Palgrave Dictionary of Economics 9617 9626 .
M. Hashem Pesaran & M. Rodrigo Dupleich Ulloa. 2017. The New Palgrave Dictionary of Economics. The New Palgrave Dictionary of Economics 1 10 .
Michael McAleer. (1995) The significance of testing empirical non-nested models. Journal of Econometrics 67:1, pages 149-171.
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C. Gourieroux & A. Monfort. 1994. 2583 2637 .

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