THE INTERPRETATION OF TEST STATISTICS

被引:29
作者
DAVIDSON, R
MACKINNON, JG
机构
来源
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE | 1985年 / 18卷 / 01期
关键词
D O I
10.2307/135112
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:38 / 57
页数:20
相关论文
共 33 条
[1]   SELECTION OF DATA TRANSFORMATIONS [J].
ANDREWS, DF .
BIOMETRIKA, 1971, 58 (02) :249-&
[2]   AN ANALYSIS OF TRANSFORMATIONS [J].
BOX, GEP ;
COX, DR .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) :211-252
[3]   SIMPLE TEST FOR HETEROSCEDASTICITY AND RANDOM COEFFICIENT VARIATION [J].
BREUSCH, TS ;
PAGAN, AR .
ECONOMETRICA, 1979, 47 (05) :1287-1294
[4]   TESTS OF EQUALITY BETWEEN SETS OF COEFFICIENTS IN 2 LINEAR REGRESSIONS [J].
CHOW, GC .
ECONOMETRICA, 1960, 28 (03) :591-605
[5]  
COX DR, 1962, J ROY STAT SOC B, V24, P406
[6]  
COX DR, 1961, 4TH P BERK S MATH ST, V1, P105
[7]  
DASGUPTA S, 1974, J AM STAT ASSOC, V69, P174
[8]   SOME ASPECTS OF TESTING NON-NESTED HYPOTHESES [J].
DASTOOR, NK .
JOURNAL OF ECONOMETRICS, 1983, 21 (02) :213-228
[9]   SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J].
DAVIDSON, R ;
MACKINNON, JG .
ECONOMETRICA, 1981, 49 (03) :781-793
[10]   SOME NON-NESTED HYPOTHESIS TESTS AND THE RELATIONS AMONG THEM [J].
DAVIDSON, R ;
MACKINNON, JG .
REVIEW OF ECONOMIC STUDIES, 1982, 49 (04) :551-565