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On a simple procedure for testing non-nested regression models |
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| Authors: | Russell Davidson James G MacKinnon |
| Institution: | Queen''s University, Kingston, Ont., Canada K7L 3N6 |
| Abstract: | In this note we discuss some aspects of a procedure which we recently proposed for testing non-nested regression models. It is argued that, although the procedure is arbitrary to some degree, this arbitrariness is inconsequential. |
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