Regularity conditions for Cox's test of non-nested hypotheses
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- Asymptotic Properties of Non-Linear Least Squares Estimators
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Maximum Likelihood Estimation of Misspecified Models
- Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Some tests of separate families of hypotheses in time series analysis
- Testing Non-Nested Nonlinear Regression Models
- Using Least Squares to Approximate Unknown Regression Functions
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(41)- A nonnested approach to testing continuous time models against discrete alternatives
- Inference after separated hypotheses testing: an empirical investigation for linear models
- Testing non-nested log-linear models with pseudo estimator
- Discriminating among Weibull, log-normal, and log-logistic distributions
- Discriminating between Weibull and generalized exponential distributions
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- An illustration of Cox's non-nested testing procedure for logit and probit models
- Chernoff index for Cox test of separate parametric families
- Non-nested testing of spatial correlation
- Discriminating between gamma and generalized exponential distributions
- Mixtures of tails in clustered automobile collision claims
- On the maximum likelihood ratio method of deciding between the weibull and gamma distributions
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
- Empirical likelihood ratio tests for non-nested model selection based on predictive losses
- A sequential sampling approach for discriminating log-normal, Weibull, and log-logistic distributions
- A systematic look at the gamma process capability indices
- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- A likelihood ratio test to discriminate exponential-Poisson and gamma distributions
- Empiricial comparison between some model selection criteria
- Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap
- Discriminating between the log-normal and log-logistic distributions
- Asymptotic variance of test statistics in the ML and QML frameworks
- Robust inference by influence functions
- Discriminating between the log-normal and generalized exponential distributions
- Fréchet and inverse gamma distributions: correct selection and minimum sample size to discriminate them
- Tests for model specification in the presence of alternative hypotheses
- General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses
- On Hypotheses Testing for the Selection of Spatio-Temporal Models
- Minimum distance estimators for count data based on the probability generating function with applications
- Selecting the best linear regression model. A classical approach
- The significance of testing empirical non-nested models
- Structural econometric methods in auctions: a guide to the literature
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Statistical inference in non-nested econometric models
- Some pitfalls of tests of separate families of hypotheses: normality vs. lognormality
- Testing nested or non-nested hypotheses
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
- Variable selection and transformation in linear regression models
- Fourier methods for model selection
- Combining monte carlo and cox tests of non-nested hypotheses
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