Robust Non-nested Testing for Ordinary Least Squares Regression when Some of the Regressors are Lagged Dependent Variables*
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.2010.00630.x/fullpdf
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4. ‘Robust non-nested testing and the demand for money’;Choi;Journal of Economic & Business Statistics,2008
5. ‘Asymptotic inference under heteroskedasticity of unknown form’;Cribari-Neto;Computational Statistics and Data Analysis,2004
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