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.
- nonnest2 (Q72815) (← links)
- Selecting and estimating regular vine copulae and application to financial returns (Q80568) (← links)
- oottest (Q110332) (← links)
- On the Bell distribution and its associated regression model for count data (Q136683) (← links)
- Clustering dependent observations with copula functions (Q152288) (← links)
- Modeling road traffic crashes with zero-inflation and site-specific random effects (Q257578) (← links)
- Econometrics of first-price auctions with entry and binding reservation prices (Q262755) (← links)
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data (Q278282) (← links)
- Estimating the joint survival probabilities of married individuals (Q282276) (← links)
- Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates (Q288108) (← links)
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350) (← links)
- A zero-inflated ordered probit model, with an application to modelling tobacco consumption (Q289199) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- Predictive density and conditional confidence interval accuracy tests (Q291849) (← links)
- Volatility comovement: a multifrequency approach (Q292013) (← links)
- Relative prices and electronic substitution: changes in household-level demand for postal delivery services from 1986 to 2004 (Q295570) (← links)
- Simulation based selection of competing structural econometric models (Q301967) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Bivariate non-normality in the sample selection model (Q312350) (← links)
- Default probability estimation via pair copula constructions (Q320930) (← links)
- A generalized cognitive hierarchy model of games (Q324177) (← links)
- Conditional tests for homogeneity of zero-inflated Poisson and Poisson-hurdle distributions (Q333701) (← links)
- Copula regression spline models for binary outcomes (Q340845) (← links)
- A loss function approach to model specification testing and its relative efficiency (Q366964) (← 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)
- Model comparison with composite likelihood information criteria (Q470048) (← links)
- Robust score and portmanteau tests of volatility spillover (Q473342) (← links)
- Integrated cumulative error (ICE) distance for non-nested mixture model selection: application to extreme values in metal fatigue problems (Q489175) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- Dependent frequency-severity modeling of insurance claims (Q495514) (← links)
- The misuse of the Vuong test for non-nested models to test for zero-inflation (Q498832) (← links)
- Copula directed acyclic graphs (Q517376) (← links)
- Dynamic misspecification in nonparametric cointegrating regression (Q527941) (← links)
- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips (Q527963) (← links)
- Comparison of misspecified calibrated models: the minimum distance approach (Q527985) (← links)
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit (Q528067) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Dynamic discrete choice structural models: a survey (Q530915) (← 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)
- A greedy feature selection algorithm for big data of high dimensionality (Q669273) (← links)
