The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors

DOI10.1016/S0304-4076(99)00026-3zbMath0943.62067MaRDI QIDQ1808551

Leo Michelis

Publication date: 10 September 2000

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

zbMATH Keywords

tablesnuisance parameternon-nested testsasymptotic null distributionsnear population orthogonality

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Exact permutation tests for non-nested non-linear regression models ⋮ Post-\(J\) test inference in non-nested linear regression models ⋮ Non-nested hypothesis testing inference for GAMLSS models ⋮ Nonnested hypothesis testing in the class of varying dispersion beta regressions ⋮ A simple test for regression specification with non-nested alternatives ⋮ Bootstrap \(J\) tests of nonnested linear regression models

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