Pages that link to "Item:Q789139"
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The following pages link to Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139):
Displaying 35 items.
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← 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)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- A diagnostic test without numerical integration (Q1316982) (← links)
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
- Measures of relative model fit. (Q1605367) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures (Q1676640) (← links)
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
- The pseudo-true score encompassing test for non-nested hypotheses. (Q1858917) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Discriminating between competing STAR models (Q1927298) (← links)
- A note on variable addition tests for linear and log-linear models (Q1934076) (← links)
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- Exact testing in multivariate regression (Q4355160) (← links)
- Generalized poisson regression for positive count data (Q4387686) (← links)
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
- NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)
- Alternative Confidence Regions for Bonferroni‐Based Closed‐Testing Procedures that are not Alpha‐Exhaustive (Q5123246) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
