Pages that link to "Item:Q3347135"

The following pages link to Comparison of Local Power of Alternative Tests of Non-Nested Regression Models (Q3347135):

Displaying 14 items.

• The J-test as a Hausman specification test (Q374830) (← links)
• Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
• Post-\(J\) test inference in non-nested linear regression models (Q889811) (← links)
• Tests of non-nested regression models. Small sample adjustments and Monte Carlo evidence (Q1054435) (← links)
• On exact and asymptotic tests of non-nested models (Q1082755) (← links)
• Statistical inference in non-nested econometric models (Q1111308) (← links)
• On the comprehensive method of testing non-nested regression models (Q1165548) (← links)
• Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method (Q1167506) (← links)
• Some aspects of testing non-nested hypotheses (Q1172358) (← links)
• Mean squared errors of forecast for selecting nonnested linear models and comparison with other criteria (Q1174643) (← links)
• A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
• The significance of testing empirical non-nested models (Q1893409) (← links)
• TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← links)
• A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)