Exact permutation tests for non-nested non-linear regression models

DOI10.1016/J.JECONOM.2005.06.005MaRDI QIDQ275249zbMATH OpenOpenAlexFDO

Authors Richard Luger

Publication date 25 April 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2005.06.005

zbMATH Keywords

Monte Carlo testnon-nested hypotheses\(J\) testfinite-sample distribution-free testNew Keynesian Phillips curve

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Macroeconomic theory (monetary models, models of taxation) (91B64)

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• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors

Cited in

(4)

• Power of the Sequential Monte Carlo Test
• A Permutation Test for the Regression Kink Design
• A toolbox of permutation tests for structural change
• scientific article; zbMATH DE number 5582458 (Why is no real title available?)

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