The following pages link to A nondegenerate Vuong test (Q4586242):
Displaying 22 items.
- Model selection tests for moment inequality models (Q494361) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- Extending greedy feature selection algorithms to multiple solutions (Q2036770) (← links)
- Inference after estimation of breaks (Q2043254) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Games with second-order expected utility (Q2667279) (← links)
- Model selection using union-intersection principle for non nested models (Q2979945) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
- Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
- Evaluating the relative merits of competing models based on empirical likelihood ratio test (Q5138191) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk (Q6054399) (← links)
- On model selection criteria for climate change impact studies (Q6150501) (← links)
- A corrected Clarke test for model selection and beyond (Q6163272) (← links)
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)
- Asymptotics of K-fold cross validation (Q6535409) (← links)
- Predictive ability tests with possibly overlapping models (Q6554207) (← links)
- Copula-Based Random Effects Models for Clustered Data (Q6617780) (← links)
- Testing firm conduct (Q6646146) (← links)
- Reprint of: Out-of-sample tests for conditional quantile coverage: an application to growth-at-risk (Q6664648) (← links)
