Pages that link to "Item:Q3925774"
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The following pages link to Several Tests for Model Specification in the Presence of Alternative Hypotheses (Q3925774):
Displayed 27 items.
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- FUNCTIONAL FORM MISSPECIFICATION IN REGRESSIONS WITH A UNIT ROOT (Q3168872) (← links)
- On choosing between two nonlinear models estimated robustly. Some Monte Carlo evidence (Q3471492) (← links)
- THE UNEQUALIZING EFFECTS OF ICT ON ECONOMIC GROWTH (Q3591675) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- Generalized poisson regression for positive count data (Q4387686) (← links)
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
- NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← links)
- Testing non-nested log-linear models with pseudo estimator (Q4550641) (← links)
- Double kernel nonparametric estimation in semlparametric econometric models (Q4551600) (← links)
- GARCH model selection criteria (Q4647269) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
- A non-nested test of level-differenced versus log-differenced stationary models (Q4853097) (← links)
- A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)
- Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
- Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
- Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model (Q5107723) (← links)
- Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
- Combined asymmetric spatial weights matrix with application to housing prices (Q5138712) (← links)
- Linear Signed Rank Test for Model Selection (Q5172814) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
- Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density (Q5861535) (← links)
- <i>M</i>Tests with a New Normalization Matrix (Q5863556) (← links)
- Encompassing tests when no model is encompassing (Q5952034) (← links)
- Specification search in nonlinear time-series models using the genetic algorithm. (Q5958232) (← links)