Statistical inference in non-nested econometric models-Reference-Cited by-同舟云学术

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Statistical inference in non-nested econometric models

Published:1986-11 Issue:3-4 Volume:20 Page:271-311
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

McAleer Michael,Pesaran M.Hashem

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference68 articles.

1. Regression analysis when the variance of the dependent variable is proportional to the square of its expectation;Amemiya;J. Amer. Statist. Assoc.,1973

2. A method for discriminating between models;Atkinson;J. Roy. Statist. Soc. Ser. B,1970

3. Empirical models of the exchange rate: Separating the wheat from the chaff;Backus;Canad. J. Econom.,1984

4. An econometric model of manufacturing investment in the UK;Bean;Econom. J.,1981

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1. Forecasting Levels in Loglinear Unit Root Models;Econometric Reviews;2023-07-12

2. The effect of political and bureaucratic regime changes on Australia's real interest rate;International Review of Economics & Finance;2023-05

3. Editorial: Statement for the Special Issue in Honor of Michael McAleer;Annals of Financial Economics;2023-03

4. Non-nested Hypotheses;The New Palgrave Dictionary of Economics;2018

5. Preliminaries;Model Choice in Nonnested Families;2016

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