On the comprehensive method of testing non-nested regression models
From MaRDI portal
Publication:1165548
DOI10.1016/0304-4076(82)90040-9zbMath0487.62097MaRDI QIDQ1165548
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90040-9
non-nested regression models; exponentially combined likelihood function of multivariate nonlinear regression models
62P20: Applications of statistics to economics
62H15: Hypothesis testing in multivariate analysis
62J02: General nonlinear regression
62F05: Asymptotic properties of parametric tests
Related Items
Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models, Alternative procedures and associated tests of significance for non- nested hypotheses, Testing the specification of multivariate models in the presence of alternative hypotheses, Selecting the best linear regression model. A classical approach, Statistical inference in non-nested econometric models, Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method, Some aspects of testing non-nested hypotheses
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
- On the General Problem of Model Selection
- Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
- Testing Non-Nested Nonlinear Regression Models
- Extensions of the General Linear Hypothesis Model