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| Taisuke Otsu |
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| ''Effect of small-sample adjustments for Cox test under non-nested linear regression models'' |
| ( 2004, Vol. 3 No.28 ) |
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| 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. |
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| Keywords: |
JEL: C1 - Econometric and Statistical Methods: General
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| Manuscript Received : Jul 08 2004 | | Manuscript Accepted : Aug 10 2004 |
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