Some Non-Nested Hypothesis Tests and the Relations Among Them

DOI10.2307/2297286zbMATH Open0503.62045OpenAlexW2062038896MaRDI QIDQ3969709FDOQ3969709

Authors: Russell Davidson, James G. Mackinnon 

Publication date: 1982

Published in: Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/275174/files/QUEENS-IER-PAPER-409.pdf

zbMATH Keywords

multivariate regressionnon-nested hypothesis tests

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15)

Cited In (11)

• Testing nonnested Euler conditions with quadrature-based methods of approximation
• The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test
• Statistical inference in non-nested econometric models
• Bootstrapping J-type tests for non-nested regression models
• Non-nested tests of efficient bargain and labour demand models
• Bootstrap \(J\) tests of nonnested linear regression models
• A monte carlo study of tests for non-nested models estimated by generalized method of moments
• A comparison of nonnested tests for misspecified models using the method of approximate slopes
• The significance of testing empirical non-nested models
• Testing the specification of multivariate models in the presence of alternative hypotheses
• A multiple divergence criterion for testing between separate hypotheses

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