| Title:
|
On non-nested regression models (English) |
| Author:
|
Anděl, Jiří |
| Language:
|
English |
| Journal:
|
Commentationes Mathematicae Universitatis Carolinae |
| ISSN:
|
0010-2628 (print) |
| ISSN:
|
1213-7243 (online) |
| Volume:
|
34 |
| Issue:
|
2 |
| Year:
|
1993 |
| Pages:
|
335-340 |
| . |
| Category:
|
math |
| . |
| Summary:
|
A generalization of a test for non-nested models in linear regression is derived for the case when there are several regression models with more regressors. (English) |
| Keyword:
|
non-nested models |
| Keyword:
|
regression analysis |
| MSC:
|
62F03 |
| MSC:
|
62J05 |
| idZBL:
|
Zbl 0777.62066 |
| idMR:
|
MR1241741 |
| . |
| Date available:
|
2009-01-08T18:03:45Z |
| Last updated:
|
2012-04-30 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/118585 |
| . |
| Reference:
|
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| Reference:
|
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| Reference:
|
Doran H.E.: Applied Regression Analysis in Econometrics.Dekker New York and Basel (1989). Zbl 0697.62102 |
| Reference:
|
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| Reference:
|
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| Reference:
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| Reference:
|
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| Reference:
|
MacKinnon J.G.: Model specification tests against non-nested alternatives.Econometric Rev. 2 (1983), 85-110. Zbl 0604.62116, MR 0707177 |
| Reference:
|
McAleer M.: Specification tests for separate models: a survey.In Specification Analysis in the Linear Model King M.L. and Giles D.E.A. Routledge & Kegan Paul London (1987). MR 0899971 |
| Reference:
|
Searle S.R.: Linear Models.Wiley New York (1971). Zbl 0218.62071, MR 0293792 |
| Reference:
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Williams E.J.: The comparison of regression variables.J. Roy. Statist. Soc. Ser. B 21 (1959), 396-399. Zbl 0097.35002, MR 0113255 |
| . |
