Testing the specification of multivariate models in the presence of alternative hypotheses

DOI10.1016/0304-4076(83)90059-3MaRDI QIDQ794385zbMATH OpenOpenAlexFDO

Authors Russell Davidson, James G. Mackinnon

Publication date 1983

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(83)90059-3

zbMATH Keywords

multivariate econometric modelnon-nested hypothesis testpresence of an alternative modeltesting the specification

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites work

• scientific article; zbMATH DE number 3213229 (Why is no real title available?)
• scientific article; zbMATH DE number 3320085 (Why is no real title available?)
• On the comprehensive method of testing non-nested regression models
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Some Non-Nested Hypothesis Tests and the Relations Among Them
• Testing Non-Nested Nonlinear Regression Models

Cited in

(6)

• Testing for more positive expectation dependence with application to model comparison
• Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
• Model specification tests against non-nested alternatives
• A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
• Multivariate significance testing and model calibration under uncertainty
• scientific article; zbMATH DE number 4009574 (Why is no real title available?)

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