The pseudo-true score encompassing test for non-nested hypotheses.

DOI10.1016/S0304-4076(01)00101-4zbMath1036.62114OpenAlexW1985565358WikidataQ127412732 ScholiaQ127412732MaRDI QIDQ1858917

Chung-Ming Kuan, Yi-Ting Chen

Publication date: 17 February 2003

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

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00101-4

zbMATH Keywords

simulationsnon-nested hypothesesWald encompassing testconditional mean encompassing testpseudo-true score encompassing testscore encompassing test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (4)

Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses ⋮ Discriminating between competing STAR models ⋮ An encompassing test for non-nested quantile regression models ⋮ The pseudo-true score encompassing test for non-nested hypotheses.

Cites Work

• An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
• The pseudo-true score encompassing test for non-nested hypotheses.
• Discriminating between competing STAR models
• The Stationary Bootstrap

This page was built for publication: The pseudo-true score encompassing test for non-nested hypotheses.