TESTING NESTED OR NON-NESTED HYPOTHESES

被引:44
作者
GOURIEROUX, C
MONFORT, A
TROGNON, A
机构
[1] ENSAE,F-92241 MALAKOFF,FRANCE
[2] UNIV PARIS 09,F-75016 PARIS,FRANCE
关键词
D O I
10.1016/0304-4076(83)90121-5
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:83 / 115
页数:33
相关论文
共 23 条
[1]  
ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323
[2]  
BURGUETE J, 1980, 1296 N CAR STAT U DI
[3]  
COX DR, 1962, J ROY STAT SOC B, V24, P406
[4]  
COX DR, 1961, 4TH P BERK S MATH ST, V1, P105
[5]  
DASTOOR NK, 1981, EUROPEAN M ECONOMETR
[6]   SEVERAL TESTS FOR MODEL-SPECIFICATION IN THE PRESENCE OF ALTERNATIVE HYPOTHESES [J].
DAVIDSON, R ;
MACKINNON, JG .
ECONOMETRICA, 1981, 49 (03) :781-793
[7]  
DEATON A, 1980, IBM S PISA
[8]  
GALLANT R, 1980, ECONOMETRICA, V48, P697
[9]  
GOURIEROUX C, 1981, SUM WORKSH LAUS
[10]  
GOURIEROUX C, 1982, CEPREMAP8203 DISC PA