Pages that link to "Item:Q1893409"

The following pages link to The significance of testing empirical non-nested models (Q1893409):

Displaying 17 items.

• Specification tests of calibrated option pricing models (Q888333) (← links)
• Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
• Is Greater China a currency union?: A tale of the Chinese trio (Q929711) (← links)
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
• Measures of relative model fit. (Q1605367) (← links)
• Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
• Least squares model averaging for two non-nested linear models (Q2699275) (← links)
• Improving robust model selection tests for dynamic models (Q3004021) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
• NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← 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)
• Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
• Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
• Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
• Encompassing tests when no model is encompassing (Q5952034) (← links)