Pages that link to "Item:Q800679"
From MaRDI portal
The following pages link to Testing nested or non-nested hypotheses (Q800679):
Displayed 14 items.
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
- Statistical inference in non-nested econometric models (Q1111308) (← links)
- Monte Carlo sampling procedure and Bayesian encompassing tests. Normal case (Q1206320) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Misspecified structural change, threshold, and Markov-switching models. (Q1858953) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Encompassing and indirect inference (Q3598288) (← links)
- CONDITIONING IN DYNAMIC MODELS (Q3677034) (← links)
- (Q3749959) (← links)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
- Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
- Model selection tests for nonlinear dynamic models (Q4551769) (← links)
- Model selection in magnetic resonance imaging (Q4856056) (← links)