Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
From MaRDI portal
Publication:2488404
DOI10.1007/BF02789707zbMath1090.62067MaRDI QIDQ2488404
Publication date: 24 May 2006
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02789707
62G10: Nonparametric hypothesis testing
62J05: Linear regression; mixed models
62F03: Parametric hypothesis testing
62F40: Bootstrap, jackknife and other resampling methods
62G09: Nonparametric statistical resampling methods
65C05: Monte Carlo methods
Cites Work
- Bootstrapping J-type tests for non-nested regression models
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Cointegration in partial systems and the efficiency of single-equation analysis
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- Bootstrap \(J\) tests of nonnested linear regression models
- Bootstrapping Time Series Regressions with Integrated Processes
- Optimal Inference in Cointegrated Systems
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Bootstrap tests: how many bootstraps?
- TESTS OF NONNESTED HYPOTHESES IN NONSTATIONARY REGRESSIONS WITH AN APPLICATION TO MODELING INDUSTRIAL PRODUCTION
- Co-Integration and Error Correction: Representation, Estimation, and Testing