Bootstrap Tests of Nonnested Hypotheses: Some Further Results

DOI10.1081/ETC-200040780zbMath1062.62054OpenAlexW2057937754MaRDI QIDQ4678787

J. M. C. Santos Silva, Leslie G. Godfrey

Publication date: 23 May 2005

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-200040780

zbMATH Keywords

bootstrapnonnormalitynonnested hypotheses

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (2)

On the asymptotic validity of a bootstrap method for testing nonnested hypotheses ⋮ A note on variable addition tests for linear and log-linear models

Cites Work

• Tests for model specification in the presence of alternative hypotheses
• Empirically relevant critical values for hypothesis tests: A bootstrap approach
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Testing Linear and Log-Linear Regressions for Functional Form
• On the General Problem of Model Selection
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
• A non-nested test of level-differenced versus log-differenced stationary models
• A note on the selection of data transformations
• The $\chi^2$ Test of Goodness of Fit

This page was built for publication: Bootstrap Tests of Nonnested Hypotheses: Some Further Results