Pitfalls of testing non-nested hypotheses by the lagrange multiplier method

A-Tier
Journal: Journal of Econometrics
Year: 1981
Volume: 17
Issue: 3
Pages: 323-331

Authors (1)

Pesaran, M. H. (University of Cambridge)

Score contribution per author:

4.022 = (α=2.01 / 1 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:eee:econom:v:17:y:1981:i:3:p:323-331
Journal Field
Econometrics
Author Count
1
Added to Database
2026-01-29