Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
type: Item
instance of: scholarly article
title: Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
zbMATH Open document ID: 0886.62117
DOI: 10.1016/S0304-4076(97)00079-1
author: L. G. Godfrey
published in: Journal of Econometrics
publication date: 1998-05-10T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G09
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1124511
zbMATH Keywords: non-nested model
zbMATH Keywords: multiple alternatives
describes a project that uses: bootstrap
MaRDI profile type: Publication
cites work: Several Tests for Model Specification in the Presence of Alternative Hypotheses
cites work: THE SIZE DISTORTION OF BOOTSTRAP TESTS
cites work: Q4318617
cites work: Bootstrapping J-type tests for non-nested regression models
cites work: Alternative procedures and associated tests of significance for non- nested hypotheses
cites work: Bootstrapping regression models
cites work: Some results on the Glejser and Koenker tests for heteroskedasticity
cites work: Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
cites work: The significance of testing empirical non-nested models
cites work: On the General Problem of Model Selection
cites work: Regularity conditions for Cox's test of non-nested hypotheses
description: scientific article; zbMATH DE number 1124511