Model selection tests for nonlinear dynamic models
From MaRDI portal
Recommendations
Cites work
- A new look at the statistical model identification
- A Reality Check for Data Snooping
- An application of multiple comparison techniques to model selection
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
- scientific article; zbMATH DE number 4088698 (Why is no real title available?)
- scientific article; zbMATH DE number 3550005 (Why is no real title available?)
- scientific article; zbMATH DE number 1735137 (Why is no real title available?)
- scientific article; zbMATH DE number 3349105 (Why is no real title available?)
- Hydroelastic effects of separated flow
- Information criteria for selecting possibly misspecified parametric models
- Minimum chi-square estimation and tests for model selection
- Misspecified models with dependent observations
- Model selection tests for nonlinear dynamic models
- NONPARAMETRIC SIGNIFICANCE TESTING
- Robust Statistics
- Selecting the best linear regression model. A classical approach
- Testing nested or non-nested hypotheses
- Testing nonnested Euler conditions with quadrature-based methods of approximation
Cited in
(82)- A local spectral approach for assessing time series model misspecification
- Deciding between GARCH and stochastic volatility via strong decision rules
- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets
- Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures
- An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models
- Dynamics of Bayesian updating with dependent data and misspecified models
- Statistical tests for comparing possibly misspecified and nonnested models
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
- A comparison of testing and estimation of firm conduct
- Regularity and inverse theorems for uniformity norms on compact abelian groups and nilmanifolds
- Multivariate leverage effects and realized semicovariance GARCH models
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- A likelihood ratio test for spatial model selection
- Improving forecasts with the co-range dynamic conditional correlation model
- Bad environments, good environments: a non-Gaussian asymmetric volatility model
- Duration dependence models for claim counts
- Testing a linear dynamic panel data model against nonlinear alternatives
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
- Specification analysis in regime-switching continuous-time diffusion models for market volatility
- Matrix exponential GARCH
- Model comparisons in unstable environments
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Regime switching for dynamic correlations
- Model selection using union-intersection principle for non nested models
- Improving robust model selection tests for dynamic models
- A semi-nonparametric approach to model panel count data
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty
- Simulation based selection of competing structural econometric models
- Evaluation of asset pricing models using two-pass cross-sectional regressions
- Nonnested testing in models estimated via generalized method of moments
- Discriminating between nonnested models
- Parallelepipeds, nilpotent groups and Gowers norms
- Model selection and validation methods for non-linear systems
- scientific article; zbMATH DE number 107686 (Why is no real title available?)
- A point of view on Gowers uniformity norms
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Model selection tests for nonlinear dynamic models
- Limits of functions on groups
- Quasi-Bayesian model selection
- Limits of Boolean functions on \(\mathbb{F}_p^n\)
- Model selection tests for moment inequality models
- Time-varying multi-regime models fitting by genetic algorithms
- A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
- Non-nested model selection based on the quantiles and it's application in time series
- Testing several rival models using the extension of Vuong's test and quasi clustering
- Model-selection tests for conditional moment restriction models
- Misspecified semiparametric model selection with weakly dependent observations
- From graph limits to higher order Fourier analysis
- Evaluating the relative merits of competing models based on empirical likelihood ratio test
- Linear signed rank test for model selection
- Recent advances in panel data, nonlinear and nonparametric models: a festschrift in honor of Peter C.B. Phillips
- Comparison of misspecified calibrated models: the minimum distance approach
- Model selection in the presence of nonstationarity
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
- Chi-squared tests for evaluation and comparison of asset pricing models
- Joint Selection of the Model and the Information Set in Heteroskedastic Dynamic Models
- Nonnested model comparisons for time series
- A model selection method for S‐estimation
- A note about model selection and tests for non-nested contingent valuation models
- Editors' introduction
- Out-of-sample comparison of copula specifications in multivariate density forecasts
- On higher-order Fourier analysis in characteristic p
- Nilspace Factors for General Uniformity Seminorms, Cubic Exchangeability and Limits
- Specification tests for time-varying coefficient models
- A corrected Clarke test for model selection and beyond
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses
- Geometry of the log-likelihood ratio statistic in misspecified models
- Asymptotics of K-fold cross validation
- Testing firm conduct
- Assessing estimation uncertainty under model misspecification
- Discussion on: ``Assessing predictability of environmental time series with statistical and machine learning models
- Temporal network influence model with application to the COVID-19 population flow network
- High-dimensional copula-based distributions with mixed frequency data
- Volatility contagion: a range-based volatility approach
- Information theory for maximum likelihood estimation of diffusion models
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
- Multivariate dynamic model for ordinal outcomes
- Selection between models through multi-step-ahead forecasting
This page was built for publication: Model selection tests for nonlinear dynamic models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4551769)
