An illustration of Cox's non-nested testing procedure for logit and probit models
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Cites work
- scientific article; zbMATH DE number 1943895 (Why is no real title available?)
- scientific article; zbMATH DE number 3213229 (Why is no real title available?)
- scientific article; zbMATH DE number 3320085 (Why is no real title available?)
- A non-nested test of level-differenced versus log-differenced stationary models
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Comparisons of Normal and Logistic Models in the Bivariate Dichotomous Analysis
- Model specification tests against non-nested alternatives
- On the General Problem of Model Selection
- Regularity conditions for Cox's test of non-nested hypotheses
- Specification Tests for the Multinomial Logit Model
- Specification Tests in Econometrics
- Testing Linear versus Logarithmic Regression Models
- Testing Non-Nested Nonlinear Regression Models
- Testing nested or non-nested hypotheses
- The bootstrap and Edgeworth expansion
Cited in
(4)- Optimal design to discriminate between rival copula models for a bivariate binary response
- Second special issue on computational econometrics
- scientific article; zbMATH DE number 1943895 (Why is no real title available?)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
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