The significance of testing empirical non-nested models
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Publication:1893409
DOI10.1016/0304-4076(94)01631-9zbMATH Open0925.62525OpenAlexW2070209193MaRDI QIDQ1893409FDOQ1893409
Authors: Michael McAleer 
Publication date: 8 November 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01631-9
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Cited In (18)
- NONNESTED LINEAR MODEL SELECTION REVISITED
- Expert opinion versus expertise in forecasting
- Measures of relative model fit.
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
- Specification tests of calibrated option pricing models
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- Encompassing tests when no model is encompassing
- Bootstrap \(J\) tests of nonnested linear regression models
- Post-\(J\) test inference in non-nested linear regression models
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- Non-nested hypothesis testing inference for GAMLSS models
- Testing nested and non-nested periodically integrated autoregressive models
- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- Improving robust model selection tests for dynamic models
- Is Greater China a currency union?: A tale of the Chinese trio
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- Least squares model averaging for two non-nested linear models
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