Bootstrap Tests of Nonnested Hypotheses: Some Further Results

DOI10.1081/ETC-200040780MaRDI QIDQ4678787zbMATH OpenOpenAlexFDO

Authors J. M. C. Santos Silva, L. G. Godfrey

Publication date 23 May 2005

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/etc-200040780

zbMATH Keywords

bootstrapnonnested hypothesesnonnormality

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40) Nonparametric statistical resampling methods (62G09) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Monte Carlo methods (65C05)

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Cites work

• A non-nested test of level-differenced versus log-differenced stationary models
• A note on the selection of data transformations
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Empirically relevant critical values for hypothesis tests: A bootstrap approach
• Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
• On the General Problem of Model Selection
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Testing Linear and Log-Linear Regressions for Functional Form
• Tests for model specification in the presence of alternative hypotheses
• The \chi^2 Test of Goodness of Fit

Cited in

(11)

• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Using bootstrap methods to obtain non-normality robust Chow prediction tests.
• Bootstrap J tests of nonnested linear regression models
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
• A note on variable addition tests for linear and log-linear models
• Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
• On bootstrap tests of hypotheses
• An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
• scientific article; zbMATH DE number 4123086 (Why is no real title available?)
• scientific article; zbMATH DE number 6907245 (Why is no real title available?)
• Properties of bootstrap tests for N‐of‐1 studies

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