Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results

DOI10.1080/07474939908800439zbMATH Open1057.65503OpenAlexW1988942511MaRDI QIDQ4246598FDOQ4246598

Authors: Nouhoun Coulibaly, B. Wade Brorsen 

Publication date: 1999

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939908800439

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Monte Carlo methods (65C05)

Cites Work

• Title not available (Why is that?)
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• On the General Problem of Model Selection
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Testing Linear versus Logarithmic Regression Models
• A non-nested test of level-differenced versus log-differenced stationary models

Cited In (1)

• Bootstrap Tests of Nonnested Hypotheses: Some Further Results

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