| ID | 261945 |
| Title Proper | Joint tests of non-nested models and general error spcifications |
| Language | ENG |
| Author | Bera, Anil K. ; Institute of Social and Economic Research, Osaka University, Osaka ; McAleer, Michael ; Pesaran, Hashem |
| Summary / Abstract (Note) | Discussion Paper No. 197 |
| `In' analytical Note | Institute of Social and Economic Research, Osaka University, Osaka & Ikeda, Shinsuke: Arbitrage asset pricing under exchange risk. Osaka. Osaka University, Sept 1989. -(ISER GL/89/193- G00006) |
| Journal Source | Institute of Social and Economic Research, Osaka University, Osaka & Ikeda, Shinsuke: Arbitrage asset pricing under exchange risk. Osaka. Osaka University, Sept 1989. -(ISER GL/89/193- G00006) |
| Classification Number | ISER |
| Key Words | Locally equivalent alternative models ; Non-normal errors ; Pre-testing problem ; Non-spherical errors |