A simulation approach to the problem of computing Cox's statistic for testing nonnested models
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Publication:1801424
DOI10.1016/0304-4076(93)90072-DzbMATH Open0769.62080OpenAlexW1977304581MaRDI QIDQ1801424FDOQ1801424
Authors: M. Hashem Pesaran, Bahram Pesaran 
Publication date: 18 July 1993
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(93)90072-d
Recommendations
probit modelsstochastic simulationlogit modelsCox statistictests of nonnested hypothesesunivariate binary choice models
Cites Work
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Cited In (23)
- An illustration of Cox's non-nested testing procedure for logit and probit models
- A note about model selection and tests for non-nested contingent valuation models
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
- Goodness-of-link tests for multivariate regression models
- Statistical inference in non-nested econometric models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Inference after separated hypotheses testing: an empirical investigation for linear models
- Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
- Variable selection and transformation in linear regression models
- A Simulation-Based Evaluation of the Asymptotic Power Formulas for Cox Models in Small Sample Cases
- A diagnostic test without numerical integration
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- THE POWER OF THE FEDERAL RESERVE CHAIR
- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- The significance of testing empirical non-nested models
- Testing non-nested log-linear models with pseudo estimator
- A non-nested test of level-differenced versus log-differenced stationary models
- Regularity conditions for Cox's test of non-nested hypotheses
- Title not available (Why is that?)
- A simplified method of calculating the distribution free Cox test
- Simulated conditional moment tests
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