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):
Displayed 50 items.
- nonnest2 (Q72815) (← links)
- oottest (Q110332) (← links)
- Strategic reasoning in \(p\)-beauty contests (Q423722) (← links)
- Efficient Bayesian inference for stochastic time-varying copula models (Q434914) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- A local maximum likelihood estimator for Poisson regression (Q451292) (← links)
- A new model of income distribution: the \(\kappa \)-generalized distribution (Q453452) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Conditional means of the dependent variable in a double-selection model: the roles of diet and exercise in body weight (Q608859) (← links)
- Separating curvature and elevation: a parametric probability weighting function (Q629569) (← links)
- Geometry of the log-likelihood ratio statistic in misspecified models (Q630939) (← links)
- Feedback spillover and analogy-based expectations: A multi-game experiment (Q632959) (← links)
- On the relation between the linear factor model and the latent profile model (Q658136) (← 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)
- On the use of area-wide models in the euro-zone (Q734463) (← 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 distribution of AIC in linear regression models (Q1781523) (← links)
- Open outcry auctions with secret reserve prices: An empirical application to executive auctions of tenant owner's apartments in Sweden (Q1810668) (← links)
- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models. (Q1861397) (← links)
- Goodness-of-fit tests for the inverse Gaussian and related distributions (Q1872835) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Information criteria for selecting possibly misspecified parametric models (Q1915447) (← links)
- Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities (Q1926809) (← links)
- Choosing among alternative cost function specifications: an application to italian multi-utilities (Q1927449) (← links)
- A test for the distributional comparison of simulated and historical data (Q1927606) (← links)
- Functional forms for the negative binomial model for count data (Q1934819) (← links)
- Panel AR(1) estimators under misspecification (Q1934932) (← links)
- Poisson regression and zero-inflated Poisson regression: application to private health insurance data (Q1936465) (← links)
- Statistical tests for comparing possibly misspecified and nonnested models (Q1977909) (← links)
- Expected utility theory and prospect theory: One wedding and a decent funeral (Q2271092) (← links)
- An empirical study on the Lanchester model of combat for competitive advertising decisions (Q2371380) (← links)