Regularity conditions for Cox's test of non-nested hypotheses
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- Consequences and Detection of Misspecified Nonlinear Regression Models
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- 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
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- Statistical inference in non-nested econometric models
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- Combining monte carlo and cox tests of non-nested hypotheses
- Minimum distance estimators for count data based on the probability generating function with applications
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- Structural econometric methods in auctions: a guide to the literature
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- A density power divergence measure to discriminate between generalized exponential and Weibull distributions
- Discriminating among Weibull, log-normal, and log-logistic distributions
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- Robust inference by influence functions
- Variable selection and transformation in linear regression models
- Some pitfalls of tests of separate families of hypotheses: normality vs. lognormality
- Inference in models with omitted covariates: Cramér-type moderate deviations and applications to high-dimensional regression
- On the maximum likelihood ratio method of deciding between the weibull and gamma distributions
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
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- Mixtures of tails in clustered automobile collision claims
- Discriminating between gamma and generalized exponential distributions
- 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 nonnested approach to testing continuous time models against discrete alternatives
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- Empiricial comparison between some model selection criteria
- Chernoff index for Cox test of separate parametric families
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Testing non-nested log-linear models with pseudo estimator
- Non-nested testing of spatial correlation
- Discriminating between the log-normal and log-logistic distributions
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Fréchet and inverse gamma distributions: correct selection and minimum sample size to discriminate them
- General Saddlepoint Approximation for Testing Separate Location-Scale Families of Hypotheses
- Choice between and within the classes of Poisson-Tweedie and Poisson-exponential-Tweedie count models
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