Bootstrap J tests of nonnested linear regression models
DOI10.1016/S0304-4076(01)00146-4zbMATH Open1016.62082MaRDI QIDQ1867735FDOQ1867735
Authors: Russell Davidson, James G. Mackinnon 
Publication date: 2 April 2003
Published in: Journal of Econometrics (Search for Journal in Brave)
Recommendations
- Bootstrapping J-type tests for non-nested regression models
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- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- A simple test for regression specification with non-nested alternatives
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Bootstrap, jackknife and other resampling methods (62F40) Multivariate distribution of statistics (62H10) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15)
Cites Work
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- THE SIZE DISTORTION OF BOOTSTRAP TESTS
- Title not available (Why is that?)
- Title not available (Why is that?)
- The bootstrap and Edgeworth expansion
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
- 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
- Some Non-Nested Hypothesis Tests and the Relations Among Them
- The significance of testing empirical non-nested models
Cited In (22)
- The impact of warrants introduction: sign effect or magnitude effect?
- On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
- A fast iterated bootstrap procedure for approximating the small-sample bias
- A life-cycle model with ambiguous survival beliefs
- Bootstrap Tests of Nonnested Hypotheses: Some Further Results
- Exact permutation tests for non-nested non-linear regression models
- Improving the reliability of bootstrap tests with the fast double bootstrap
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- 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
- Inference after separated hypotheses testing: an empirical investigation for linear models
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- Post-\(J\) test inference in non-nested linear regression models
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
- 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
- Empiricial comparison between some model selection criteria
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- A primer on bootstrap testing of hypotheses in time series models: with an application to double autoregressive models
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