A monte carlo study of tests for non-nested models estimated by generalized method of moments

DOI10.1080/03610919508813270zbMath0850.62499OpenAlexW1996318468MaRDI QIDQ4859871

S. Z. Arkonac, Matthew L. Higgins

Publication date: 15 January 1996

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919508813270

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Monte Carlo methods (65C05)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Some Non-Nested Hypothesis Tests and the Relations Among Them
• Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
• On the General Problem of Model Selection
• Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
• Combining monte carlo and cox tests of non-nested hypotheses

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