Some aspects of testing non-nested hypotheses

DOI10.1016/0304-4076(83)90014-3MaRDI QIDQ1172358zbMATH OpenOpenAlexFDO

Authors Naorayex K. Dastoor

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)90014-3

zbMATH Keywords

Atkinson testconsistencyCox testinequalitynew test proceduretesting non-nested hypotheses

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Cites work

• A note on the consistency and on the finite sample comparisons of some tests of separate families of hypotheses
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Alternative Tests of Independence between Stochastic Regressors and Disturbances
• Comparison of Local Power of Alternative Tests of Non-Nested Regression Models
• Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
• Conflict Among Criteria for Testing Hypotheses: Extensions and Comments
• Conflict Among Testing Procedures in a Linear Regression Model with Autoregressive Disturbances
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• Nonlinear Regression on Cross-Section Data
• On the comprehensive method of testing non-nested regression models
• On the General Problem of Model Selection
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
• Recursive estimation in econometrics
• Selection of Regressors
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Specification Tests in Econometrics
• Testing Non-Nested Nonlinear Regression Models
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Using Least Squares to Approximate Unknown Regression Functions

Cited in

(13)

• Statistical inference in non-nested econometric models
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
• The significance of testing empirical non-nested models
• Empiricial comparison between some model selection criteria
• Testing nested and non-nested periodically integrated autoregressive models
• Tracking interval for selecting between non-nested models: an investigation for type II right censored data
• A distribution-free tracking interval for model selection: application in the strength of brittle materials
• Non-nested hypothesis testing inference for GAMLSS models
• Nonnested hypothesis testing in the class of varying dispersion beta regressions
• Linear signed rank test for model selection
• Inference after separated hypotheses testing: an empirical investigation for linear models
• Spatial J-test: some Monte Carlo evidence

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