On the comprehensive method of testing non-nested regression models
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Publication:1165548
DOI10.1016/0304-4076(82)90040-9zbMath0487.62097OpenAlexW2135295395MaRDI QIDQ1165548
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90040-9
non-nested regression modelsexponentially combined likelihood function of multivariate nonlinear regression models
Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02) Asymptotic properties of parametric tests (62F05)
Related Items (7)
Selecting the best linear regression model. A classical approach ⋮ Statistical inference in non-nested econometric models ⋮ Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method ⋮ Some aspects of testing non-nested hypotheses ⋮ Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models ⋮ Alternative procedures and associated tests of significance for non- nested hypotheses ⋮ Testing the specification of multivariate models in the presence of alternative hypotheses
Cites Work
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
- On the General Problem of Model Selection
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Testing Non-Nested Nonlinear Regression Models
- Extensions of the General Linear Hypothesis Model
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