scientific article; zbMATH DE number 1943895

MaRDI QIDQ4409935zbMATH OpenFDO

Authors Melvyn J. Weeks

Publication date 1 July 2003

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Recommendations

• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
• An illustration of Cox's non-nested testing procedure for logit and probit models
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Simulated classical tests in multinomial probit models
• Specification Tests for the Multinomial Logit Model

Cited in

(7)

• Unifying Chow's demand for money via the multiple Cox test
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• Simulated classical tests in multinomial probit models
• Comparing nonnested Cox models
• Testing of (non-nested) choice models via accuracy of predition: a non-parametric approach.
• A note about model selection and tests for non-nested contingent valuation models
• An illustration of Cox's non-nested testing procedure for logit and probit models

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