← Search

Testing Linear versus Logarithmic Regression Models: A Comment

Neil R. Ericsson

London School of Economics and Political Science

Review of Economic Studies 1982

In a recent article, Aneuryn-Evans and Deaton propose asymptotic formulae for analysing Monte Carlo studies of the Cox statistics for testing non-nested hypotheses. This note shows the invalidity of those formulae by demonstrating that, in general, the Cox statistics do not have a singular joint asymptotic distribution.

DOI
10.2307/2297371
Volume
49 (3)
Pages
477
Export
BibTeX
Sources
openalex crossref