Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap

DOI10.1016/S0304-4076(97)00079-1zbMath0886.62117MaRDI QIDQ1379915

Leslie G. Godfrey

Publication date: 10 May 1998

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

non-nested modelmultiple alternatives

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric statistical resampling methods (62G09)

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Uses Software

• bootstrap

Cites Work

• Unnamed Item
• Bootstrapping J-type tests for non-nested regression models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Regularity conditions for Cox's test of non-nested hypotheses
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Bootstrapping regression models
• The significance of testing empirical non-nested models
• Some results on the Glejser and Koenker tests for heteroskedasticity
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection
• THE SIZE DISTORTION OF BOOTSTRAP TESTS