Pages that link to "Item:Q1054112"

The following pages link to Tests for model specification in the presence of alternative hypotheses (Q1054112):

Displaying 22 items.

• A simple test for regression specification with non-nested alternatives (Q738119) (← links)
• Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
• Are unemployment and out of the labor force behaviorally distinct labor force states? New evidence from the gross change data (Q806775) (← links)
• An encompassing test for non-nested quantile regression models (Q974219) (← links)
• Statistical inference in non-nested econometric models (Q1111308) (← links)
• Bootstrapping heteroskedasticity consistent covariance matrix estimator (Q1424616) (← links)
• A note on using ratio variables in regression analysis (Q1672765) (← links)
• Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
• Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures (Q1676640) (← links)
• A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
• On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
• An empirical study on the Lanchester model of combat for competitive advertising decisions (Q2371380) (← links)
• The Wild Bootstrap for Multilevel Models (Q2807608) (← links)
• Structural econometric methods in auctions: a guide to the literature (Q2870568) (← links)
• Predicting body fat using weight–height indices (Q3183833) (← links)
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
• A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
• Combined asymmetric spatial weights matrix with application to housing prices (Q5138712) (← links)
• More Efficient Tests Robust to Heteroskedasticity of Unknown Form (Q5466758) (← links)