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 paper › Discussion paper › Other 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.
McAleer, M. ; Pesaran, M.H. ; Bera, A.K. / Alternative approaches to testing non-nested models with autocorrelated disturbances : an application to models of U.S. unemployment. CentER, 1990. (CentER Discussion Paper).
@techreport{1db235afe3ae45a5861d82ac21aec012,
title = "Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment",
author = "M. McAleer and M.H. Pesaran and A.K. Bera",
note = "Pagination: 22",
year = "1990",
language = "English",
volume = "1990-4",
series = "CentER Discussion Paper",
publisher = "CentER",
type = "WorkingPaper",
institution = "CentER",

}

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 paper › Discussion paper › Other research output

TY - UNPB

T1 - Alternative approaches to testing non-nested models with autocorrelated disturbances

T2 - an application to models of U.S. unemployment

AU - McAleer, M.

AU - Pesaran, M.H.

AU - Bera, A.K.

N1 - Pagination: 22

PY - 1990

Y1 - 1990

M3 - Discussion paper

VL - 1990-4

T3 - CentER Discussion Paper

BT - Alternative approaches to testing non-nested models with autocorrelated disturbances

PB - CentER

ER -

McAleer M, Pesaran MH, Bera AK. Alternative approaches to testing non-nested models with autocorrelated disturbances: an application to models of U.S. unemployment. CentER. 1990. (CentER Discussion Paper).

Access to Document