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Taisuke Otsu
 
''Effect of small-sample adjustments for Cox test under non-nested linear regression models''
( 2004, Vol. 3 No.28 )
 
 
We consider the effect of Godfrey and Pesaran's (1983) two small-sample adjustments for the Cox (1961, 1962) non-nested test statistic under linear regression models. Based on convenient representations of the test statistics in terms of the correlation coefficients, we compare the confidence contours of the test statistics.
 
 
Keywords:
JEL: C1 - Econometric and Statistical Methods: General
 
Manuscript Received : Jul 08 2004 Manuscript Accepted : Aug 10 2004

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