A comparison of nonnested tests for misspecified models using the method of approximate slopes

DOI10.1016/0304-4076(93)90065-DzbMath0775.62183OpenAlexW1966469962MaRDI QIDQ1801418

Jeffrey E. Zabel

Publication date: 25 August 1993

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

Full work available at URL: https://doi.org/10.1016/0304-4076(93)90065-d

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models ⋮ Competitive multi-period pricing for perishable products: a robust optimization approach ⋮ COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY

Cites Work

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• Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach
• Rates of Convergence of Estimates and Test Statistics
• Stochastic Comparison of Tests

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