Pages that link to "Item:Q800679"

The following pages link to Testing nested or non-nested hypotheses (Q800679):

Displaying 22 items.

• Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
• A simplified method of calculating the distribution free Cox test (Q375108) (← links)
• An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
• An encompassing test for non-nested quantile regression models (Q974219) (← links)
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
• Statistical inference in non-nested econometric models (Q1111308) (← links)
• Monte Carlo sampling procedure and Bayesian encompassing tests. Normal case (Q1206320) (← links)
• Encompassing in stationary linear dynamic models (Q1341212) (← links)
• Semiparametric score driven volatility models (Q1659100) (← links)
• Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• Encompassing and indirect inference (Q3598288) (← links)
• CONDITIONING IN DYNAMIC MODELS (Q3677034) (← links)
• (Q3749959) (← links)
• (Q4206244) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Model selection tests for nonlinear dynamic models (Q4551769) (← links)
• Model selection in magnetic resonance imaging (Q4856056) (← links)
• Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
• Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
• Asymptotic behavior of encompassing test for independent processes: Case of linear and nearest neighbor regressions (Q5134001) (← links)