Review of Economic Studies Vol. 49 No. 3 1982
Testing Linear versus Logarithmic Regression Models: A Comment
Abstract
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
- Issue
- 3
- Pages
- 477
- Sources
- openalex crossref