The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression

Author:

Aguirre-Torres Victor,Ronald Gallant A.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference15 articles.

1. On the unification of the asymptotic theory of nonlinear econometric models;Burguete;Econometric Reviews,1982

2. Tests of separate families of hypotheses;Cox,1961

3. Further results on tests of separate families of hypotheses;Cox;Journal of the Royal Statistical Society,1962

4. Several tests for model specification in the presence of alternative hypotheses;Davidson;Econometrica,1981

5. Some non-tested hypothesis tests and the relations among them;Davidson;Review of Economic Studies,1982

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