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 50 items.
- Consistent model specification tests (Q91781) (← links)
- A consistent test of functional form via nonparametric estimation techniques (Q91794) (← links)
- The J-test as a Hausman specification test (Q374830) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Functional forms in studies of reputation in online auctions (Q601796) (← links)
- Geometry of the log-likelihood ratio statistic in misspecified models (Q630939) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- Vector forecasting and dynamic portfolio selection: Empirical efficiency of recursive multiperiod strategies (Q807368) (← links)
- An encompassing test for non-nested quantile regression models (Q974219) (← links)
- Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models (Q1019963) (← links)
- Misspecified models with dependent observations (Q1050063) (← links)
- Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
- Confidence contours for two test statistics for non-nested regression models (Q1054113) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- Comparison of alternative functional forms in production (Q1069652) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions (Q1126120) (← links)
- On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
- Some aspects of testing non-nested hypotheses (Q1172358) (← links)
- Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria (Q1174643) (← links)
- Speculative efficiency and risk premium in the market for foreign exchange. In search of the true specification (Q1189341) (← links)
- A diagnostic test without numerical integration (Q1316982) (← links)
- Modelling and optimality in the design of crossover studies for medical applications (Q1338356) (← links)
- Coherency and estimation in simultaneous models with censored or qualitative dependent variables (Q1341200) (← links)
- Effective federal individual income tax functions: A specification search (Q1351104) (← links)
- The Carlson-Parkin method applied to NZ price expectations using QSBO survey data (Q1351115) (← links)
- Quasi-rational expectations, an alternative to fully rational expectations: An application to US beef cattle supply (Q1377309) (← 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)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← 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 null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test (Q1836952) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Discriminating between competing STAR models (Q1927298) (← links)
- Nonparametric tests for model selection with time series data (Q1969429) (← links)
- A simple framework for nonparametric specification testing (Q1973427) (← links)
- On the application of robust, regression-based diagnostics to models of conditional means and conditional variances (Q2277722) (← links)
- An empirical study on the Lanchester model of combat for competitive advertising decisions (Q2371380) (← links)
- What determines the finance-growth nexus? Empirical evidence for threshold models (Q2432063) (← links)
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
- Keynesian dynamics and the wage-price spiral: identifying downward rigidities (Q2575453) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)