A simulation approach to the problem of computing Cox's statistic for testing nonnested models

A-Tier
Journal: Journal of Econometrics
Year: 1993
Volume: 57
Issue: 1-3
Pages: 377-392

Authors (2)

Hashem Pesaran, M. (University of Cambridge) Pesaran, Bahram (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 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:57:y:1993:i:1-3:p:377-392
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-29