Bootstrap J tests of nonnested linear regression models

Journal of Econometrics

Volumn 109, Issue 1, 2002, Pages 167-193

  Davidson, Russell ^a,b   MacKinnon, James G ^b  

^a Centre National de la Recherche Scientifique   (France)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Bootstrap test; Linear regression; Nonnested hypotheses; Simulation

Indexed keywords

COMPUTER SIMULATION; ECONOMICS; LINEAR EQUATIONS; MONTE CARLO METHODS; THEOREM PROVING;

BOOTSTRAP TESTS; FINITE SAMPLE DISTRIBUTION;

REGRESSION ANALYSIS;

EID: 0346093812     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00146-4     Document Type: Article

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