Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap

DOI10.1016/S0304-4076(97)00079-1zbMATH Open0886.62117MaRDI QIDQ1379915FDOQ1379915

Publication date: 10 May 1998

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

Recommendations

Bootstrap \(J\) tests of nonnested linear regression models
Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Bootstrapping J-type tests for non-nested regression models
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Cites Work

Title not available (Why is that?)
Bootstrapping regression models
Some results on the Glejser and Koenker tests for heteroskedasticity
Several Tests for Model Specification in the Presence of Alternative Hypotheses
THE SIZE DISTORTION OF BOOTSTRAP TESTS
Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
Bootstrapping J-type tests for non-nested regression models
Alternative procedures and associated tests of significance for non- nested hypotheses
On the General Problem of Model Selection
Regularity conditions for Cox's test of non-nested hypotheses
The significance of testing empirical non-nested models

Cited In (26)

The impact of warrants introduction: sign effect or magnitude effect?
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
A solution to non-monotonic power of the Wald test in non-linear models
NONNESTED LINEAR MODEL SELECTION REVISITED
Significance testing in nonparametric regression based on the bootstrap.
Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
Bootstrap Tests of Nonnested Hypotheses: Some Further Results
Exact permutation tests for non-nested non-linear regression models
Using bootstrap methods to obtain non-normality robust Chow prediction tests.
How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach
A robust test for non-nested hypotheses
FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
On the Power of Bootstrapped Specification Tests
A simple test for regression specification with non-nested alternatives
AUTOREG: A computer program library for dynamic econometric models with autoregressive errors
Encompassing tests when no model is encompassing
Bootstrap \(J\) tests of nonnested linear regression models
Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
Non-nested hypothesis testing inference for GAMLSS models
Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
Improving robust model selection tests for dynamic models
Bootstrap non-parametric significance test
Nonnested hypothesis testing in the class of varying dispersion beta regressions
The robustness, reliabiligy and power of heteroskedasticity tests
Alternative approaches to implementing Lagrange multiplier tests for serial correlation in dynamic regression models

Uses Software

bootstrap

This page was built for publication: Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1379915)