Testing the specification of multivariate models in the presence of alternative hypotheses
DOI10.1016/0304-4076(83)90059-3zbMATH Open0541.62108OpenAlexW2015157769MaRDI QIDQ794385FDOQ794385
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
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- scientific article; zbMATH DE number 4126507
- Semiparametric Specification Testing of Non-nested Econometric Models
multivariate econometric modelnon-nested hypothesis testpresence of an alternative modeltesting the specification
Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Cites Work
- 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?)
- Some Non-Nested Hypothesis Tests and the Relations Among Them
- On the comprehensive method of testing non-nested 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
- Title not available (Why is that?)
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