Model specification tests against non-nested alternatives
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Recommendations
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- scientific article; zbMATH DE number 4126507
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- Tests of non-nested linear regression models subject to linear restrictions
- A note about model selection and tests for non-nested contingent valuation models
- NONNESTED LINEAR MODEL SELECTION REVISITED
- On the mismeasured non-nested tests for the errors-in-variables models
- Selecting the best linear regression model. A classical approach
- Exact permutation tests for non-nested non-linear regression models
- Econometric profiles of testing of statistical hypotheses: model specification tests
- Statistical inference in non-nested econometric models
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Guest editorial. Specification testing
- Non-nested tests of efficient bargain and labour demand models
- A simple test for regression specification with non-nested alternatives
- Nonnested model comparisons for time series
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- Testing competing models for non-negative data with many zeros
- Extending greedy feature selection algorithms to multiple solutions
- Combined asymmetric spatial weights matrix with application to housing prices
- A diagnostic test without numerical integration
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- A Non-Parametric Approach to Model Evaluation
- Nonnested testing in models estimated via generalized method of moments
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- A note on using ratio variables in regression analysis
- Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures
- A comparison of nonnested tests for misspecified models using the method of approximate slopes
- A nonnested approach to testing continuous time models against discrete alternatives
- The significance of testing empirical non-nested models
- A general class of non-nested test statistics for models defined through moment restrictions
- Semiparametric Specification Testing of Non-nested Econometric Models
- Statistical causality for multivariate nonlinear time series via Gaussian process models
- Testing the specification of multivariate models in the presence of alternative hypotheses
- The J-test as a Hausman specification test
- Testing strategies for model specification
- scientific article; zbMATH DE number 4217084 (Why is no real title available?)
- Testing in econometrics: Are economic theories testable?
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
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