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Econometric Reviews Volume 11, 1992 - Issue 1
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Original Articles

Joint tests of non-nested models and general error specifications

Anil K. Bera University of Illinois,
,
Michael McAleer University of Western Australia,
,
M. Hashem Pesaran University of California, Los Angeles
&
Mann J. Yoon California State University, Los Angeles
Pages 97-117 | Published online: 21 Mar 2007

Citations (3)

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Read on this site (2)

L. G. Godfrey & M. R. Veal1. (2000) Alternative approaches to testing by variable addition. Econometric Reviews 19:2, pages 241-261.
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Philip Hans Franses & Michael McAleer. (1997) Testing nested and non-nested periodically integrated autoregressive models. Communications in Statistics - Theory and Methods 26:6, pages 1461-1475.
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Articles from other publishers (1)

Michael McAleer. (1995) The significance of testing empirical non-nested models. Journal of Econometrics 67:1, pages 149-171.
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