| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5096493 | Journal of Econometrics | 2012 | 8 Pages |
Abstract
In this paper, I introduce a simple test for the presence of the data-generating process among several non-nested alternatives. The test is an extension of the classical J test for non-nested regression models. I also provide a bootstrap version of the test that avoids possible size distortions inherited from the J test.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Andreas Hagemann,