Exact permutation tests for non-nested non-linear regression models
From MaRDI portal
Publication:275249
DOI10.1016/j.jeconom.2005.06.005zbMath1345.62095OpenAlexW2142316095MaRDI QIDQ275249
Publication date: 25 April 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2005.06.005
Monte Carlo test\(J\) testfinite-sample distribution-free testNew Keynesian Phillips curvenon-nested hypotheses
Applications of statistics to economics (62P20) General nonlinear regression (62J02) Nonparametric statistical resampling methods (62G09) Macroeconomic theory (monetary models, models of taxation) (91B64)
Related Items (2)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Bootstrapping J-type tests for non-nested regression models
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Some robust exact results on sample autocorrelations and tests of randomness
- Corrigendum to: ``Some robust exact results on sample autocorrelations and tests of randomness
- Concepts of nonparametric theory
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- GMM estimation of the new Phillips curve.
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- Bootstrap \(J\) tests of nonnested linear regression models
- Modified Randomization Tests for Nonparametric Hypotheses
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
- Exchangeability and Data Analysis
This page was built for publication: Exact permutation tests for non-nested non-linear regression models
