Pages that link to "Item:Q1867735"
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The following pages link to Bootstrap \(J\) tests of nonnested linear regression models (Q1867735):
Displayed 17 items.
- Exact permutation tests for non-nested non-linear regression models (Q275249) (← links)
- The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- Improving the reliability of bootstrap tests with the fast double bootstrap (Q1019962) (← links)
- A robust test for non-nested hypotheses (Q1633222) (← links)
- Behavior in small samples of some tests of non-nested hypotheses in nonstationary regressions and their bootstrap versions (Q2488404) (← links)
- Improving robust model selection tests for dynamic models (Q3004021) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
- FAST DOUBLE BOOTSTRAP TESTS OF NONNESTED LINEAR REGRESSION MODELS (Q4817432) (← links)
- A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
- Non-nested hypothesis testing inference for GAMLSS models (Q5106846) (← links)
- Nonnested hypothesis testing in the class of varying dispersion beta regressions (Q5130216) (← links)
- Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
- A PRIMER ON BOOTSTRAP TESTING OF HYPOTHESES IN TIME SERIES MODELS: WITH AN APPLICATION TO DOUBLE AUTOREGRESSIVE MODELS (Q5859567) (← links)
- A life-cycle model with ambiguous survival beliefs (Q5963297) (← links)