Non-nested Hypotheses
Author:
Publisher
Palgrave Macmillan UK
Link
http://link.springer.com/content/pdf/10.1057/978-1-349-95189-5_1835
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4. Backus, D. 1984. Empirical models of the exchange rate: Separating the wheat from the chaff. Canadian Journal of Economics 17: 824–846.
5. Bera, A.K., and M.L. Higgins. 1997. ARCH and bilinearity as competing models for nonlinear dependence. Journal of Business and Economic Statistics 15: 43–50.
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