Model specification tests against non-nested alternatives 

Author: James G. MacKinnon ^a

Affiliation:

a Department of Economics, Queen's University, Kingston, Ontario, Canada

DOI: 10.1080/07311768308800031

Publication Frequency: 6 issues per year

Published in: Econometric Reviews, Volume 2, Issue 1 1983 , pages 85 - 110

Subjects: Econometrics; Finance; Financial Mathematics; Statistics;

Formats available: PDF (English)

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