Pages that link to "Item:Q900165"

The following pages link to Tests of non-nested linear regression models subject to linear restrictions (Q900165):

Displaying 10 items.

• Testing linear restrictions on non-linear models (Q374926) (← links)
• Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• An alternative Wald type test for two linear restrictions with applications to non-linear models (Q3615024) (← links)
• (Q3690042) (← links)
• Joint tests for zero restrictions on nonnegative regression coefficients (Q3759729) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Testing linear restrictions in linear models with empirical likelihood (Q4551773) (← links)
• Lack of fit tests based on sums of ordered residuals for linear models (Q4578033) (← links)
• Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)