Exact permutation tests for non-nested non-linear regression models

Journal of Econometrics

Volumn 133, Issue 2, 2006, Pages 513-529

  Luger, Richard ^a  

^a EMORY UNIVERSITY   (United States)

Author keywords

Finite sample distribution free test; J test; Monte Carlo test; New Keynesian Phillips curve; Non nested hypotheses

Indexed keywords

COMPUTATION THEORY; COMPUTER SIMULATION; MATHEMATICAL MODELS; MONTE CARLO METHODS; STATISTICAL TESTS;

FINITE-SAMPLE DISTRIBUTION-FREE TEST; J TESTS; MONTE CARLO TESTS; NEW KEYNESIAN PHILLIPS CURVE; NON-NESTED HYPOTHESES;

REGRESSION ANALYSIS;

EID: 33745880123     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.06.005     Document Type: Article

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