Testing Linear versus Logarithmic Regression Models: A Comment

S-Tier
Journal: Review of Economic Studies
Year: 1982
Volume: 49
Issue: 3
Pages: 477-481

Score contribution per author:

8.043 = (α=2.01 / 1 authors) × 4.0x S-tier

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

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.

Technical Details

RePEc Handle
repec:oup:restud:v:49:y:1982:i:3:p:477-481.
Journal Field
General
Author Count
1
Added to Database
2026-01-25