On Point-Optimal Cox Tests

B-Tier
Journal: Econometric Theory
Year: 1988
Volume: 4
Issue: 1
Pages: 97-107

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

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

Abstract

This paper is concerned with the general problem of testing one form of covariance structure against another in a normal linear regression. It is shown that all the point-optimal tests recently proposed by King and his associates can be interpreted as special cases of a Cox test for non-nested hypotheses. This provides a synthesis of a whole range of point-optimal tests as well as demonstrating that King and his associates have exposed a class of Cox tests which have an exact distribution.

Technical Details

RePEc Handle
repec:cup:etheor:v:4:y:1988:i:01:p:97-107_01
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25