Pages that link to "Item:Q3881772"
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The following pages link to Testing Linear versus Logarithmic Regression Models (Q3881772):
Displaying 9 items.
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Tariff reduction and income inequality: some empirical evidence (Q2416257) (← links)
- TIME SERIES ANALYSIS OF BOUNDED ECONOMIC VARIABLES (Q3751336) (← links)
- Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results (Q4246598) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
- Evaluating the relative merits of competing models based on empirical likelihood ratio test (Q5138191) (← links)