Pages that link to "Item:Q4541765"
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The following pages link to NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765):
Displaying 13 items.
- The J-test as a Hausman specification test (Q374830) (← links)
- Consistency of Bayes factor for nonnested model selection when the model dimension grows (Q726729) (← links)
- Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
- A randomized algorithm for nonlinear model structure selection (Q900226) (← links)
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
- Least squares model averaging for two non-nested linear models (Q2699275) (← links)
- (Q3533306) (← links)
- Comparing Non-Nested Linear Models (Q3685000) (← links)
- Non parametric multiple comparisons of non nested rival models (Q4586573) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001 (Q4828900) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
