scientific article; zbMATH DE number 4126507

MaRDI QIDQ4206244zbMATH OpenFDO

Authors Franco Peracchi

Publication date 1988

zbMATH Keywords

artificial nesting approachcomprehensive approachCox-testmaximum likelihoodnon-nested hypothesesunivariate normal linear regression modelsvariance encompassing test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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Cited in

(20)

• Statistical inference in non-nested econometric models
• A diagnostic test without numerical integration
• Model comparison when the endogenous variable is uncertain: an application of non-nested testing procedures
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• The pseudo-true score encompassing test for non-nested hypotheses.
• Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
• Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
• scientific article; zbMATH DE number 3958499 (Why is no real title available?)
• Model specification tests against non-nested alternatives
• Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
• scientific article; zbMATH DE number 1086068 (Why is no real title available?)
• Instrumental Models and Indirect Encompassing
• NONNESTED LINEAR MODEL SELECTION REVISITED
• Comparing Non-Nested Regression Models
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Regularity conditions for Cox's test of non-nested hypotheses
• Testing the specification of multivariate models in the presence of alternative hypotheses
• Testing nested or non-nested hypotheses
• An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses

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