Pages that link to "Item:Q3740889"
From MaRDI portal
The following pages link to Model specification tests against non-nested alternatives (Q3740889):
Displayed 15 items.
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
- Tests of non-nested linear regression models subject to linear restrictions (Q900165) (← links)
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Testing strategies for model specification (Q1084825) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- A note on using ratio variables in regression analysis (Q1672765) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Extending greedy feature selection algorithms to multiple solutions (Q2036770) (← links)
- Statistical causality for multivariate nonlinear time series via Gaussian process models (Q2684931) (← links)
- TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
- A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS (Q4637615) (← links)
- Combined asymmetric spatial weights matrix with application to housing prices (Q5138712) (← links)