Several Tests for Model Specification in the Presence of Alternative Hypotheses
From MaRDI portal
Publication:3925774
DOI10.2307/1911522zbMath0472.62108OpenAlexW2143288831MaRDI QIDQ3925774
James G. MacKinnon, Russell Davidson
Publication date: 1981
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: http://ageconsearch.umn.edu/record/275156
Related Items
Resampling methods in econometrics, Exact permutation tests for non-nested non-linear regression models, On exact and asymptotic tests of non-nested models, Modelling and optimality in the design of crossover studies for medical applications, FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT, An empirical study on the Lanchester model of combat for competitive advertising decisions, Coherency and estimation in simultaneous models with censored or qualitative dependent variables, A robust test for non-nested hypotheses, TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS, Selecting the best linear regression model. A classical approach, NONNESTED LINEAR MODEL SELECTION REVISITED, Selecting the derivative of a functional covariate in scalar-on-function regression, The significance of testing empirical non-nested models, Testing competing models for non-negative data with many zeros, Effective federal individual income tax functions: A specification search, The Carlson-Parkin method applied to NZ price expectations using QSBO survey data, Inference after separated hypotheses testing: an empirical investigation for linear models, Testing non-nested log-linear models with pseudo estimator, Double kernel nonparametric estimation in semlparametric econometric models, FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS, On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence, Statistical inference in non-nested econometric models, Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply, Functional forms in studies of reputation in online auctions, Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap, The J-test as a Hausman specification test, Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions, Some results on the finite sample significance levels of instrumental variable tests for non-nested models, Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures, Discriminating between competing STAR models, Post-\(J\) test inference in non-nested linear regression models, A non-nested test of level-differenced versus log-differenced stationary models, Non-nested hypothesis testing inference for GAMLSS models, Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model, A monte carlo study of tests for non-nested models estimated by generalized method of moments, Tests of non-nested linear regression models subject to linear restrictions, An improved selection test between autoregressive and moving average disturbances in regression models, Geometry of the log-likelihood ratio statistic in misspecified models, What determines the finance-growth nexus? Empirical evidence for threshold models, Least squares model averaging for two non-nested linear models, Tracking interval for selecting between non-nested models: an investigation for type II right censored data, On the comprehensive method of testing non-nested regression models, Nonnested hypothesis testing in the class of varying dispersion beta regressions, Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method, Some aspects of testing non-nested hypotheses, Combined asymmetric spatial weights matrix with application to housing prices, Nonparametric tests for model selection with time series data, Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria, A simple framework for nonparametric specification testing, Improving robust model selection tests for dynamic models, GEL estimation and tests of spatial autoregressive models, Bootstrapping J-type tests for non-nested regression models, Speculative efficiency and risk premium in the market for foreign exchange. In search of the true specification, Chernoff index for Cox test of separate parametric families, GARCH model selection criteria, Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables, Dynamic misspecification in nonparametric cointegrating regression, Optimal comparison of misspecified moment restriction models under a chosen measure of fit, Generalized poisson regression for positive count data, Invariance principles for dependent processes indexed by Besov classes with an application to a Hausman test for linearity, Linear Signed Rank Test for Model Selection, Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions, Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models, An encompassing test for non-nested quantile regression models, THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH, Consistent model specification tests, A consistent test of functional form via nonparametric estimation techniques, Encompassing tests when no model is encompassing, On the application of robust, regression-based diagnostics to models of conditional means and conditional variances, A likelihood ratio test for spatial model selection, Specification search in nonlinear time-series models using the genetic algorithm., Extending greedy feature selection algorithms to multiple solutions, A simple test for regression specification with non-nested alternatives, A comparison of nonnested tests for misspecified models using the method of approximate slopes, A simulation approach to the problem of computing Cox's statistic for testing nonnested models, Spatial J-test: some Monte Carlo evidence, The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors, Empiricial Comparison between Some Model Selection Criteria, Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models, Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics, The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test, Misspecified models with dependent observations, Tests for model specification in the presence of alternative hypotheses, Confidence contours for two test statistics for non-nested regression models, Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence, Regularity conditions for Cox's test of non-nested hypotheses, Testing the specification of multivariate models in the presence of alternative hypotheses, Keynesian dynamics and the wage-price spiral: identifying downward rigidities, Testing nested and non-nested periodically integrated autoregressive models, Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density, Testing nested or non-nested hypotheses, MTests with a New Normalization Matrix, Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies, A diagnostic test without numerical integration, Measures of relative model fit., Comparison of alternative functional forms in production, Bootstrap \(J\) tests of nonnested linear regression models
