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Publication
A gauss-Newton regression approach to tests of nonnested hypotheses in some nonlinear econometric models
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Authors
Advisor(s)
Abstract(s)
The purpose of this work is to investigate nonnested tests for competing univariate dynamic linear models with autoregressive disturbances (of order p), where the motivation for Instrumental Variable estimation is mainly due to the recognised presence of current endogenous explanatory variables, either in one or in both models.
Description
Dissertação de doutoramento, Economia, Unidade de Ciências Económicas e Empresariais, Universidade do Algarve, 1997
Keywords
Economia matemática Econometria Modelos econométricos