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Pesaran, Bahram; Pesaran, M. Hashem

A non-nested test of level-differenced versus log-differenced stationary models. (English) Zbl 0875.62605

Econom. Rev. 14, No. 2, 213-227 (1995).

Cited in 9 Documents

MSC:

62P20 Applications of statistics to economics
62J12 Generalized linear models (logistic models)

Software:

Microfit
Cite Review PDF
Full Text: DOI

References:

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[11] DOI: 10.2307/2297160 · Zbl 0471.62110 · doi:10.2307/2297160
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[13] DOI: 10.1016/0304-4076(83)90119-7 · Zbl 0518.62090 · doi:10.1016/0304-4076(83)90119-7
[14] DOI: 10.1017/S0266466600004138 · doi:10.1017/S0266466600004138
[15] Pesaran, M. H. and Pesaran, B. 1991. ”Microfit 3.0: An Interactive Econometric Software Package”. Oxford: Oxford University Press.
[16] DOI: 10.1016/0304-4076(93)90072-D · Zbl 0769.62080 · doi:10.1016/0304-4076(93)90072-D
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[20] DOI: 10.2307/2526245 · Zbl 0444.62119 · doi:10.2307/2526245
[21] DOI: 10.2307/2347988 · doi:10.2307/2347988
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