Pages that link to "Item:Q1111308"

The following pages link to Statistical inference in non-nested econometric models (Q1111308):

Displaying 9 items.

• Testing strategies for model specification (Q1084825) (← links)
• A floor and ceiling model of US output (Q1391759) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• Another look at the identification of current rational-expectations models (Q2641059) (← links)
• On Hypotheses Testing for the Selection of Spatio-Temporal Models (Q3440769) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)