Recommendations
Cites work
- A Remark on Hausman's Specification Test
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- scientific article; zbMATH DE number 3357756 (Why is no real title available?)
- Information Criteria for Discriminating Among Alternative Regression Models
- Maximum Likelihood Estimation of Misspecified Models
- On the General Problem of Model Selection
- Pseudo Maximum Likelihood Methods: Applications to Poisson Models
- Regularity conditions for Cox's test of non-nested hypotheses
- Several Tests for Model Specification in the Presence of Alternative Hypotheses
- Some useful equivalence properties of Hausman's test
- Specification Tests in Econometrics
- Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
- Testing Non-Nested Nonlinear Regression Models
Cited in
(29)- Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
- Statistical inference in non-nested econometric models
- Monte Carlo sampling procedure and Bayesian encompassing tests. Normal case
- A diagnostic test without numerical integration
- Encompassing in stationary linear dynamic models
- Semiparametric score driven volatility models
- Misspecified structural change, threshold, and Markov-switching models.
- The significance of testing empirical non-nested models
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Corrigendum to: ``The pseudo-true score encompassing test for non-nested hypotheses
- Encompassing and indirect inference
- CONDITIONING IN DYNAMIC MODELS
- scientific article; zbMATH DE number 3958499 (Why is no real title available?)
- scientific article; zbMATH DE number 3986446 (Why is no real title available?)
- A simplified method of calculating the distribution free Cox test
- Computing Wald criteria for nested hypotheses
- scientific article; zbMATH DE number 4126507 (Why is no real title available?)
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Testing nested and non-nested periodically integrated autoregressive models
- Model selection tests for nonlinear dynamic models
- Model selection in magnetic resonance imaging
- Non-nested hypothesis testing inference for GAMLSS models
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions
- Encompassing tests for nonparametric regressions
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Post-\(J\) test inference in non-nested linear regression models
- An illustration of Cox's non-nested testing procedure for logit and probit models
- An encompassing test for non-nested quantile regression models
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