Testing nested or non-nested hypotheses
type: Item
instance of: scholarly article
title: Testing nested or non-nested hypotheses
zbMATH Open document ID: 0551.62075
DOI: 10.1016/0304-4076(83)90121-5
author: Alain Monfort
author: Alain Trognon
author: Christian Gouriéroux
published in: Journal of Econometrics
publication date: 1983-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 3878213
zbMATH Keywords: pseudo-maximum likelihood estimator
zbMATH Keywords: non-nested hypotheses
zbMATH Keywords: difference between two estimators
zbMATH Keywords: pseudo-true value
zbMATH Keywords: Wald statistic
zbMATH Keywords: score function
MaRDI profile type: Publication
full work available at URL: 0304-4076(83)90121-5
OpenAlex ID: W2027215137
cites work: Q5631874
cites work: Q5600597
cites work: Q5340435
cites work: Several Tests for Model Specification in the Presence of Alternative Hypotheses
cites work: Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
cites work: Pseudo Maximum Likelihood Methods: Applications to Poisson Models
cites work: Specification Tests in Econometrics
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cites work: Some useful equivalence properties of Hausman's test
cites work: On the General Problem of Model Selection
cites work: Testing Non-Nested Nonlinear Regression Models
cites work: Information Criteria for Discriminating Among Alternative Regression Models
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cites work: Regularity conditions for Cox's test of non-nested hypotheses
description: scientific article; zbMATH DE number 3878213