Alternative approaches to testing non-nested models with autocorrelated disturbances

an application to models of U.S. unemployment

M. McAleer, M.H. Pesaran, A.K. Bera

Research output: Working paperDiscussion paperOther research output

230 Downloads (Pure)
Original languageEnglish
PublisherCentER
Number of pages22
Volume1990-4
Publication statusPublished - 1990

Publication series

NameCentER Discussion Paper
Volume1990-4

Cite this

McAleer, M., Pesaran, M. H., & Bera, A. K. (1990). Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment. (CentER Discussion Paper; Vol. 1990-4). CentER.
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McAleer, M, Pesaran, MH & Bera, AK 1990 'Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment' CentER Discussion Paper, vol. 1990-4, CentER.

Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment. / McAleer, M.; Pesaran, M.H.; Bera, A.K.

CentER, 1990. (CentER Discussion Paper; Vol. 1990-4).

Research output: Working paperDiscussion paperOther research output

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AU - Bera, A.K.

N1 - Pagination: 22

PY - 1990

Y1 - 1990

M3 - Discussion paper

VL - 1990-4

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PB - CentER

ER -