On the General Problem of Model Selection

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(51)

An illustration of Cox's non-nested testing procedure for logit and probit models
Tests of non-nested linear regression models subject to linear restrictions
A general methodology for determining distributional forms with applications in reliability
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
NONNESTED LINEAR MODEL SELECTION REVISITED
Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Selecting the best linear regression model. A classical approach
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
THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
A new look at the relationship between time-series and structural econometric models
Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
On exact and asymptotic tests of non-nested models
Testing nested or non-nested hypotheses
Information criteria for model selection
Tracking interval for selecting between non-nested models: an investigation for type II right censored data
Inference after separated hypotheses testing: an empirical investigation for linear models
Linear signed rank test for model selection
The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
Bootstrap J tests of nonnested linear regression models
On the choice of a discrepancy functional for model selection
Combined asymmetric spatial weights matrix with application to housing prices
A monte carlo study of tests for non-nested models estimated by generalized method of moments
Tests for model specification in the presence of alternative hypotheses
Evaluating the relative merits of competing models based on empirical likelihood ratio test
Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
Some aspects of testing non-nested hypotheses
Rational expectations in limited dependent variable models
Some results on the finite sample significance levels of instrumental variable tests for non-nested models
Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria
Testing nested and non-nested periodically integrated autoregressive models
A comparison of nonnested tests for misspecified models using the method of approximate slopes
Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
Improving robust model selection tests for dynamic models
The significance of testing empirical non-nested models
Empiricial comparison between some model selection criteria
Chernoff index for Cox test of separate parametric families
Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
Testing non-nested log-linear models with pseudo estimator
Confidence contours for two test statistics for non-nested regression models
Model selection: some generalized distributions
Spatial J-test: some Monte Carlo evidence
Specification analysis with discriminating priors: an application to the concentration profits debate
Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
On the comprehensive method of testing non-nested regression models
Simulation on probability points for testing of lognormal or weibull distribution with a small sample
Comparison of Bayesian model selection criteria and conditional Kolmogorov test as applied to spot asset pricing models
Limited-dependent rational expectations models with future expectations

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