Pages that link to "Item:Q1111308"

The following pages link to Statistical inference in non-nested econometric models (Q1111308):

Displaying 16 items.

• Indirect inference in structural econometric models (Q530980) (← links)
• Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
• Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
• Testing nested or non-nested hypotheses (Q800679) (← links)
• Tests of non-nested linear regression models subject to linear restrictions (Q900165) (← links)
• Testing strategies for model specification (Q1084825) (← links)
• A floor and ceiling model of US output (Q1391759) (← links)
• Unifying Chow's demand for money via the multiple Cox test (Q1676713) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• Another look at the identification of current rational-expectations models (Q2641059) (← links)
• On Hypotheses Testing for the Selection of Spatio-Temporal Models (Q3440769) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Comparing nonnested Cox models (Q4455358) (← links)
• Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)