Bodla M.A., Ishaq Bhatti M. (eds.) Non-Nested Regression Models

Nova Science Publishers, 2013. — 171 p.This text addresses two interrelated problems in economics non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation for this book stems from the nature of econometric models.Preface
Acknowledgment
Introduction
Recent Development in Non-nested Regression
Asymptotic Theory and the Non-Nested Tests
Non-Nested Tests and EVM – Models
Non-Nested EVM Tests: Some Monte Carlo Evidence
Power Comparison of Non-Nested Tests
Summary and Conclusion
Appendix A
Appendix B
References
Index