Pages that link to "Item:Q3969709"
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The following pages link to Some Non-Nested Hypothesis Tests and the Relations Among Them (Q3969709):
Displayed 11 items.
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- A multiple divergence criterion for testing between separate hypotheses (Q800061) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Non-nested tests of efficient bargain and labour demand models (Q1676657) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test (Q1836952) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)