English, Article edition: NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models Gregorio Impavido

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Bookmark: http://trove.nla.gov.au/version/175620
Physical Description
  • code
Language
  • English

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Title
  • NNEST: Stata module to perform J test and Cox-Pesaran-Deaton test for nonnested models
Author
  • Gregorio Impavido
Physical Description
  • code
Notes
  • nnest implements the J test (Davidson and MacKinnon, 1981) and the Cox-Pesaran-Deaton test (Cox 1961, 1962; Pesaran 1974; Pesaran and Deaton 1978) for non-nested models. This is version 2.0 of the software, which requires Stata 7.
  • RePEc:boc:bocode:s352502
Language
  • English
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