Testing non-nested regression models under strong and weak relative variance conditions:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
London
University College London
1988
|
| Series: | Discussion papers in economics / University College London, Department of Economics
88-13 |
| Subjects: | |
| Item Description: | Includes bibliographical references (pages 38-42) |
| Physical Description: | 37 S. |
Staff View
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| indexdate | 2024-07-10T07:26:18Z |
| institution | BVB |
| language | English |
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| publishDate | 1988 |
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| publisher | University College London |
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| series2 | Discussion papers in economics / University College London, Department of Economics |
| spelling | Szroeter, Jerzy Verfasser (DE-588)171143531 aut Testing non-nested regression models under strong and weak relative variance conditions Jerzy Szroeter London University College London 1988 37 S. txt rdacontent n rdamedia nc rdacarrier Discussion papers in economics / University College London, Department of Economics 88-13 Includes bibliographical references (pages 38-42) Regression analysis Econometric models Economics / Mathematical models Linear models (Statistics) Time-series analysis Econometric models fast Economics / Mathematical models fast Linear models (Statistics) fast Regression analysis fast Time-series analysis fast Mathematisches Modell Wirtschaft Ökonometrisches Modell University College London, Department of Economics Discussion papers in economics 88-13 (DE-604)BV024633330 88-13 |
| spellingShingle | Szroeter, Jerzy Testing non-nested regression models under strong and weak relative variance conditions Regression analysis Econometric models Economics / Mathematical models Linear models (Statistics) Time-series analysis Econometric models fast Economics / Mathematical models fast Linear models (Statistics) fast Regression analysis fast Time-series analysis fast Mathematisches Modell Wirtschaft Ökonometrisches Modell |
| title | Testing non-nested regression models under strong and weak relative variance conditions |
| title_auth | Testing non-nested regression models under strong and weak relative variance conditions |
| title_exact_search | Testing non-nested regression models under strong and weak relative variance conditions |
| title_full | Testing non-nested regression models under strong and weak relative variance conditions Jerzy Szroeter |
| title_fullStr | Testing non-nested regression models under strong and weak relative variance conditions Jerzy Szroeter |
| title_full_unstemmed | Testing non-nested regression models under strong and weak relative variance conditions Jerzy Szroeter |
| title_short | Testing non-nested regression models under strong and weak relative variance conditions |
| title_sort | testing non nested regression models under strong and weak relative variance conditions |
| topic | Regression analysis Econometric models Economics / Mathematical models Linear models (Statistics) Time-series analysis Econometric models fast Economics / Mathematical models fast Linear models (Statistics) fast Regression analysis fast Time-series analysis fast Mathematisches Modell Wirtschaft Ökonometrisches Modell |
| topic_facet | Regression analysis Econometric models Economics / Mathematical models Linear models (Statistics) Time-series analysis Mathematisches Modell Wirtschaft Ökonometrisches Modell |
| volume_link | (DE-604)BV024633330 |
| work_keys_str_mv | AT szroeterjerzy testingnonnestedregressionmodelsunderstrongandweakrelativevarianceconditions |