A monte carlo study of tests for non-nested models estimated by generalized method of moments
DOI10.1080/03610919508813270zbMATH Open0850.62499OpenAlexW1996318468MaRDI QIDQ4859871FDOQ4859871
Authors: S. Z. Arkonac, Matthew L. Higgins 
Publication date: 15 January 1996
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919508813270
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Monte Carlo methods (65C05) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
- The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
- Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses
- Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
- On the General Problem of Model Selection
- Some Non-Nested Hypothesis Tests and the Relations Among Them
- Combining monte carlo and cox tests of non-nested hypotheses
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