Bootstrap J tests of nonnested linear regression models
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Bootstrap \(J\) tests of nonnested linear regression models
Recommendations
- Bootstrapping J-type tests for non-nested regression models
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- A simple test for regression specification with non-nested alternatives
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Cites work
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Bootstrapping J-type tests for non-nested regression models
- On the General Problem of Model Selection
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Some Non-Nested Hypothesis Tests and the Relations Among Them
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- The bootstrap and Edgeworth expansion
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- The significance of testing empirical non-nested models
Cited in
(22)- A robust test for non-nested hypotheses
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
- A fast iterated bootstrap procedure for approximating the small-sample bias
- Inference after separated hypotheses testing: an empirical investigation for linear models
- A life-cycle model with ambiguous survival beliefs
- Exact permutation tests for non-nested non-linear regression models
- The impact of warrants introduction: sign effect or magnitude effect?
- Post-\(J\) test inference in non-nested linear regression models
- Non-nested hypothesis testing inference for GAMLSS models
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- Empiricial comparison between some model selection criteria
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- On the Power of Bootstrapped Specification Tests
- A simple test for regression specification with non-nested alternatives
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- Improving robust model selection tests for dynamic models
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