Pages that link to "Item:Q110331"
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The following pages link to Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses (Q110331):
Displaying 50 items.
- Multilevel zero-inflated generalized Poisson regression modeling for dispersed correlated count data (Q670094) (← links)
- A second-generation disappointment aversion theory of decision making under risk (Q683520) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← links)
- The descriptive and predictive adequacy of theories of decision making under uncertainty/ambiguity (Q707889) (← links)
- Sample selection models for count data in R (Q722737) (← links)
- High-dimensional copula-based distributions with mixed frequency data (Q726592) (← links)
- On the use of area-wide models in the euro-zone (Q734463) (← links)
- Variance dynamics: joint evidence from options and high-frequency returns (Q737284) (← links)
- Mixture models of choice under risk (Q737883) (← links)
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk (Q737885) (← links)
- Bayesian averaging, prediction and nonnested model selection (Q738162) (← links)
- Quantal response and nonequilibrium beliefs explain overbidding in maximum-value auctions (Q738943) (← links)
- Multivariate negative binomial models for insurance claim counts (Q743134) (← links)
- Non nested model selection for spatial count regression models with application to health insurance (Q744767) (← links)
- Validation likelihood estimation method for a zero-inflated Bernoulli regression model with missing covariates (Q830754) (← links)
- Random model discrepancy: interpretations and technicalities (A rejoinder) (Q888051) (← links)
- Long memory affine term structure models (Q898585) (← links)
- Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers (Q898591) (← links)
- Comparison of non-nested models under a general measure of distance (Q899371) (← links)
- Comparing dynamic equilibrium models to data: a Bayesian approach (Q899524) (← links)
- Detecting heterogeneous risk attitudes with mixed gambles (Q905084) (← links)
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function (Q905380) (← links)
- Assessing Markov chain approximations: a minimal econometric approach (Q956545) (← links)
- Estimating a difference of Kullback-Leibler risks using a normalized difference of AIC (Q958337) (← links)
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- Birnbaum-Saunders nonlinear regression models (Q961947) (← links)
- Some selection criteria for nested binary choice models: a comparative study (Q964651) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- Point estimation with exponentially tilted empirical likelihood (Q995419) (← links)
- Stochastic expected utility theory (Q995662) (← links)
- Normal theory likelihood ratio statistic for mean and covariance structure analysis under alternative hypotheses (Q997010) (← links)
- Asymptotic normality of test statistics under alternative hypotheses (Q1006673) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Counterexamples to parsimony and BIC (Q1206610) (← links)
- Nonlinear behavior in sealed bid first price auctions (Q1272977) (← links)
- Dealing with the common econometric problems of count data with excess zeros, endogenous treatment effects, and attrition bias (Q1277704) (← links)
- A non-nested test of the AIDS vs. the translog demand system (Q1350550) (← links)
- An \(R\)-squared measure of goodness of fit for some common nonlinear regression models (Q1362069) (← links)
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales (Q1362503) (← links)
- Ignoring the rationality of others: evidence from experimental normal-form games. (Q1408647) (← links)
- Assessing model mimicry using the parametric bootstrap. (Q1431814) (← links)
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets (Q1619694) (← links)
- Multinomial choice models based on Archimedean copulas (Q1622078) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Learning from inferred foregone payoffs (Q1624018) (← links)
- The gamma generalized normal distribution: a descriptor of SAR imagery (Q1631436) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- Matching in the large: an experimental study (Q1651242) (← links)
- Rare shocks vs. non-linearities: what drives extreme events in the economy? Some empirical evidence (Q1655557) (← links)
- Estimation of agent-based models using sequential Monte Carlo methods (Q1657383) (← links)
