Tests of non-nested linear regression models subject to linear restrictions

M. Hashem Pesaran; Anthony Hall

doi:10.1016/0165-1765(88)90160-7

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Tests of non-nested linear regression models subject to linear restrictions

M. Hashem Pesaran Anthony Hall

Year: 1988 Journal: Economics Letters Vol: 27 (4)Pages: 341-348 Publisher: Elsevier BV

DOI: 10.1016/0165-1765(88)90160-7

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Keywords:

Wald test Linear regression Mathematics Linear model Econometrics Statistics Statistic Test statistic Variable (mathematics) Regression analysis Proper linear model Statistical hypothesis testing Applied mathematics Bayesian multivariate linear regression

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Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Forecasting Techniques and Applications

Social Sciences → Decision Sciences → Management Science and Operations Research

Tests of non-nested linear regression models subject to linear restrictions

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