A note about model selection and tests for non-nested contingent valuation models
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Recommendations
- Model selection tests for nonlinear dynamic models
- Model-selection tests for conditional moment restriction models
- Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
- Model specification tests against non-nested alternatives
- Discriminating between nonnested models
Cites work
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Econometric specification of stochastic discount factor models
- scientific article; zbMATH DE number 1943895 (Why is no real title available?)
- scientific article; zbMATH DE number 3444596 (Why is no real title available?)
- Information criteria for selecting possibly misspecified parametric models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
Cited in
(11)- Learning from inferred foregone payoffs
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
- Rethinking the scope test as a criterion for validity in contingent valuation
- Model selection using union-intersection principle for non nested models
- Optimal predictive densities and fractional moments
- Empiricial comparison between some model selection criteria
- A Note on a Bayesian Approach to a Dichotomous Choice Environmental Valuation Model
- Inference after separated hypotheses testing: an empirical investigation for linear models
- scientific article; zbMATH DE number 2217282 (Why is no real title available?)
- Nonparametric estimation of the distribution function in contingent valuation models
- A flexible count regression model with varying precision
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