A comparison of nonnested tests for misspecified models using the method of approximate slopes
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Publication:1801418
DOI10.1016/0304-4076(93)90065-DzbMATH Open0775.62183OpenAlexW1966469962MaRDI QIDQ1801418FDOQ1801418
Authors: Jeffrey E. Zabel 
Publication date: 25 August 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)90065-d
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)
Cites Work
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
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- Stochastic Comparison of Tests
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
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- An Empirical Application and Monte Carlo Analysis of Tests of Dynamic Specification
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- The Approximate Slopes of Econometric Tests
- Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
- Rates of Convergence of Estimates and Test Statistics
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- On the General Problem of Model Selection
- Model specification tests against non-nested alternatives
- Some Non-Nested Hypothesis Tests and the Relations Among Them
- Post-simulation Analysis of Monte Carlo Experiments: Interpreting Pesaran's (1974) Study of Non-nested Hypothesis Test Statistics
- Asymptotic Properties of Instrumental Variables Statistics for Testing Non-Nested Hypotheses
- Asymptotic power comparisons of tests of separate parametric families by Bahadur's approach
Cited In (3)
- COMPARING TESTS OF AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS USING BAHADUR’S ASYMPTOTIC RELATIVE EFFICIENCY
- Competitive multi-period pricing for perishable products: a robust optimization approach
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
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