Tests of non-nested linear regression models subject to linear restrictions

DOI10.1016/0165-1765(88)90160-7zbMath1328.62434OpenAlexW2016129807MaRDI QIDQ900165

N. E. Zubov

Publication date: 1 January 2016

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(88)90160-7

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

The significance of testing empirical non-nested models ⋮ Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models ⋮ Testing nested and non-nested periodically integrated autoregressive models

Cites Work

• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence
• Identification of rational expectations models
• Model specification tests against non-nested alternatives
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• On the General Problem of Model Selection

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