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Details for article 2 of 29 found articles
| Title: |
Alternative approaches to testing non-nested models with autocorrelated disturbances |
| Author: |
McAleer, Michael Pesaran, M. Hashem Bera, Anil K. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 19 (1990) nr. 10 pages 3619-3644 |
| Year: |
1990 |
| Contents: |
Since departures from the classical assumptions regarding the disturbances in a linear tegression model arise frequently in empirical application, deveral computationally Straightforward procedutes are presented in this paper for testiog non-nested models when the disturbances of these models follow first- or higher-order autoregressive processes. Anempirical example is used to illustrate how the procedures may be used to test competing Keynesian and New Classical non-nested models of unemployment for the U.S using annual time series data for 1955-85. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 2 of 29 found articles
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