On the asymptotic validity of a bootstrap method for testing nonnested hypotheses

DOI10.1016/j.econlet.2006.08.031zbMath1255.62082OpenAlexW2069565572MaRDI QIDQ1929857

Leslie G. Godfrey

Publication date: 9 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.08.031

zbMATH Keywords

bootstrap tests

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Parametric hypothesis testing (62F03) Bootstrap, jackknife and other resampling methods (62F40)

Cites Work

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• Bootstrapping regression models
• The asymptotic effect of substituting estimators for parameters in certain types of statistics
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
• On the General Problem of Model Selection
• Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results

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