Tests for general error specifications and non-nested models
Subtitle: a simultaneous approach
By: Anil K. Bera, Michael McAleer, M. Hashem Pesaran, Mann J. Yoon
Contributors: McAleer, Michael; Pesaran, M. Hashem, 1946-; Yoon, Mann J.; University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research
Series: BEBR faculty working paper -- no.91-0136; BEBR faculty working paper -- no.91-0136.
Publisher: University of Illinois at Urbana-Champaign
Published: 1991
Place of publication: Champaign
Language: eng
Number of pages: 20
Subjects: Economics
Notes: Includes bibliographical references (p. 18-20).