Pages that link to "Item:Q1054435"

The following pages link to Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435):

Displaying 24 items.

• Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
• The J-test as a Hausman specification test (Q374830) (← links)
• Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
• A simple test for regression specification with non-nested alternatives (Q738119) (← links)
• Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
• Tests of non-nested linear regression models subject to linear restrictions (Q900165) (← links)
• Statistical inference in non-nested econometric models (Q1111308) (← links)
• Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions (Q1126120) (← links)
• Robust inference by influence functions (Q1361607) (← links)
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
• Measures of relative model fit. (Q1605367) (← links)
• Unifying Chow's demand for money via the multiple Cox test (Q1676713) (← links)
• A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
• A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
• Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• Improving robust model selection tests for dynamic models (Q3004021) (← links)
• Sensitivity of computer simulation experiments to errors in input data (Q4347050) (← links)
• TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
• NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← links)
• A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)
• Checks of model adequacy for univariate time series models and their application to econometric relationships (Q5750232) (← links)
• Encompassing tests when no model is encompassing (Q5952034) (← links)