Alternative procedures and associated tests of significance for non- nested hypotheses
From MaRDI portal
Publication:789139
DOI10.1016/0304-4076(81)90078-6zbMath0532.62098OpenAlexW2031096142WikidataQ127682330 ScholiaQ127682330MaRDI QIDQ789139
Michael McAleer, Gordon R. Fisher
Publication date: 1981
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(81)90078-6
Related Items (29)
Exact permutation tests for non-nested non-linear regression models ⋮ On exact and asymptotic tests of non-nested models ⋮ A robust test for non-nested hypotheses ⋮ TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS ⋮ NONNESTED LINEAR MODEL SELECTION REVISITED ⋮ The significance of testing empirical non-nested models ⋮ Inference after separated hypotheses testing: an empirical investigation for linear models ⋮ Statistical inference in non-nested econometric models ⋮ Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap ⋮ Discriminating between competing STAR models ⋮ A note on variable addition tests for linear and log-linear models ⋮ A monte carlo study of tests for non-nested models estimated by generalized method of moments ⋮ 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 ⋮ Some aspects of testing non-nested hypotheses ⋮ Exact testing in multivariate regression ⋮ Bootstrapping J-type tests for non-nested regression models ⋮ Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables ⋮ Generalized poisson regression for positive count data ⋮ 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 ⋮ An encompassing test for non-nested quantile regression models ⋮ A simple test for regression specification with non-nested alternatives ⋮ The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors ⋮ Empiricial Comparison between Some Model Selection Criteria ⋮ Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence ⋮ Testing nested and non-nested periodically integrated autoregressive models ⋮ Measures of relative model fit. ⋮ Bootstrap \(J\) tests of nonnested linear regression models
Cites Work
- On the comprehensive method of testing non-nested regression models
- Tests of Equality Between Sets of Coefficients in Two Linear Regressions
- The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
- On the General Problem of Model Selection
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses
- Testing Non-Nested Nonlinear Regression Models
- On the Choice of Forecasting Formulas
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication: Alternative procedures and associated tests of significance for non- nested hypotheses
