Bootstrapping J-type tests for non-nested regression models

DOI10.1016/0165-1765(94)00595-SzbMath0877.90023OpenAlexW2040679217MaRDI QIDQ673559

Yanqin Fan, Q. Li

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00595-s

zbMATH Keywords

BootstrapJ testJA test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items (12)

Exact permutation tests for non-nested non-linear regression models ⋮ A robust test for non-nested hypotheses ⋮ FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS ⋮ Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap ⋮ Post-\(J\) test inference in non-nested linear regression models ⋮ Non-nested hypothesis testing inference for GAMLSS models ⋮ Nonnested hypothesis testing in the class of varying dispersion beta regressions ⋮ Improving robust model selection tests for dynamic models ⋮ Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables ⋮ Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions ⋮ A simple test for regression specification with non-nested alternatives ⋮ Bootstrap \(J\) tests of nonnested linear regression models

Cites Work

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• Alternative procedures and associated tests of significance for non- nested hypotheses
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Canonical ridge and econometrics of joint production
• Bootstrap methods: another look at the jackknife
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Some Non-Nested Hypothesis Tests and the Relations Among Them
• Testing Non-Nested Nonlinear Regression Models
• Semiparametric Specification Testing of Non-nested Econometric Models
• The bootstrap and Edgeworth expansion

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