Bootstrapping J-type tests for non-nested regression models

DOI10.1016/0165-1765(94)00595-SzbMATH Open0877.90023OpenAlexW2040679217MaRDI QIDQ673559FDOQ673559

Authors: Yanqin Fan, Qi Li 

Publication date: 28 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00595-s

Recommendations

• Bootstrap \(J\) tests of nonnested linear regression models
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS

zbMATH Keywords

BootstrapJ testJA test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Cites Work

• Bootstrap methods: another look at the jackknife
• Canonical ridge and econometrics of joint production
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Testing Non-Nested Nonlinear Regression Models
• Title not available (Why is that?)
• Title not available (Why is that?)
• The bootstrap and Edgeworth expansion
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Some Non-Nested Hypothesis Tests and the Relations Among Them
• Semiparametric Specification Testing of Non-nested Econometric Models

Cited In (14)

• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results
• Exact permutation tests for non-nested non-linear regression models
• A robust test for non-nested hypotheses
• FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
• A simple test for regression specification with non-nested alternatives
• Bootstrap \(J\) tests of nonnested linear regression models
• Post-\(J\) test inference in non-nested linear regression models
• Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions
• Non-nested hypothesis testing inference for GAMLSS models
• Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
• Improving robust model selection tests for dynamic models
• Nonnested hypothesis testing in the class of varying dispersion beta regressions

This page was built for publication: Bootstrapping J-type tests for non-nested regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q673559)