ON THE INTERPRETATION OF THE COX TEST IN ECONOMETRICS

被引：24

作者：

FISHER, G

MCALEER, M

机构：

[1] Queen's University, Kingston

来源：

ECONOMICS LETTERS | 1979年 / 4卷 / 02期

关键词：

D O I：

10.1016/0165-1765(79)90225-8

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This note is concerned with discrimination and significance testing in respect of non-nested hypotheses in econometrics. It is argued that logic requires a test of discrimination to be one-tailed and a significance test for a non-nested hypothesis to be two-tailed. It is also argued that the significance test of a pair of non-nested hypotheses sensibly involves consideration of another. This is introduced so that the cause of deviation from the tested hypothesis away from the alternative may be attributed to it. © 1979.

引用

页码：145 / 150

页数：6

共 6 条

[1]

ATKINSON AC, 1970, J ROY STAT SOC B, V32, P323

[2]

COX DR, 1962, J ROY STAT SOC B, V24, P406

[3]

COX DR, 1961, 4TH P BERK S MATH ST, P1

[4] ON THE CHOICE OF FORECASTING FORMULAS [J].