A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871): Difference between revisions

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+Several Tests for Model Specification in the Presence of Alternative Hypotheses
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+Some Non-Nested Hypothesis Tests and the Relations Among Them
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+Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
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+Alternative procedures and associated tests of significance for non- nested hypotheses
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+Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
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+Large Sample Properties of Generalized Method of Moments Estimators
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+The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+On the General Problem of Model Selection
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+Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
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+Combining monte carlo and cox tests of non-nested hypotheses
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+Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
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