Some aspects of testing non-nested hypotheses

DOI10.1016/0304-4076(83)90014-3zbMath0501.62054OpenAlexW1996783956MaRDI QIDQ1172358

Naorayex K. Dastoor

Publication date: 1983

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

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90014-3

zbMATH Keywords

consistencyinequalityCox testAtkinson testtesting non-nested hypothesesnew test procedure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Related Items (13)

The significance of testing empirical non-nested models ⋮ Inference after separated hypotheses testing: an empirical investigation for linear models ⋮ Statistical inference in non-nested econometric models ⋮ A distribution-free tracking interval for model selection: application in the strength of brittle materials ⋮ Non-nested hypothesis testing inference for GAMLSS models ⋮ Tracking interval for selecting between non-nested models: an investigation for type II right censored data ⋮ Nonnested hypothesis testing in the class of varying dispersion beta regressions ⋮ Linear Signed Rank Test for Model Selection ⋮ A simulation approach to the problem of computing Cox's statistic for testing nonnested models ⋮ Spatial J-test: some Monte Carlo evidence ⋮ The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors ⋮ Empiricial Comparison between Some Model Selection Criteria ⋮ Testing nested and non-nested periodically integrated autoregressive models

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