Post-\(J\) test inference in non-nested linear regression models (Q889811): Difference between revisions

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+https://doi.org/10.1007/s11425-014-4935-7
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+W2005528748
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+On exact and asymptotic tests of non-nested models
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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+Bootstrapping J-type tests for non-nested regression models
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+Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
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+The significance of testing empirical non-nested models
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+The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
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+On the impact of the tests for serial correlation upon the test of significance for the regression coefficient
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+On estimating the common mean in two normal distributions after a preliminary test for equality of variances
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+Testing linear hypothesis on regression coefficients after a pre-test for disturbance variance
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+Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
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+NONNESTED LINEAR MODEL SELECTION REVISITED
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