The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression: Alternatives and a new distribution-free Cox test

A-Tier

Journal: Journal of Econometrics

Year: 1983

Volume: 21

Issue: 1

Pages: 5-33

Authors (2)

Aguirre-Torres, Victor (not in RePEc) Ronald Gallant, A. (Pennsylvania State University)

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