Pages that link to "Item:Q4078934"

The following pages link to On the General Problem of Model Selection (Q4078934):

Displaying 50 items.

• Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
• A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
• Limited-dependent rational expectations models with future expectations (Q672671) (← links)
• Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
• Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
• Testing nested or non-nested hypotheses (Q800679) (← links)
• Tests of non-nested linear regression models subject to linear restrictions (Q900165) (← links)
• An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
• Tests for model specification in the presence of alternative hypotheses (Q1054112) (← links)
• Confidence contours for two test statistics for non-nested regression models (Q1054113) (← 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)
• A general methodology for determining distributional forms with applications in reliability (Q1090046) (← links)
• Selecting the best linear regression model. A classical approach (Q1094044) (← 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)
• Rational expectations in limited dependent variable models (Q1342673) (← links)
• Tests of non-nested regression models: Some results on small sample behaviour and the bootstrap (Q1379915) (← links)
• Some results on the finite sample significance levels of instrumental variable tests for non-nested models (Q1676638) (← links)
• Chernoff index for Cox test of separate parametric families (Q1747731) (← 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)
• On the asymptotic validity of a bootstrap method for testing nonnested hypotheses (Q1929857) (← links)
• Improving robust model selection tests for dynamic models (Q3004021) (← links)
• Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
• Specification analysis with discriminating priors: an application to the concentration profits debate (Q3965472) (← links)
• Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics (Q4211359) (← links)
• Testing nested and non-nested periodically integrated autoregressive models (Q4226844) (← links)
• Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results (Q4246598) (← links)
• On the choice of a discrepancy functional for model selection (Q4337107) (← links)
• NONNESTED LINEAR MODEL SELECTION REVISITED (Q4541765) (← links)
• Testing non-nested log-linear models with pseudo estimator (Q4550641) (← links)
• Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables (Q4649603) (← links)
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results (Q4678787) (← links)
• Model selection: some generalized distributions (Q4721382) (← links)
• Simulation on probability points for testing of lognormal or weibull distribution with a small sample (Q4745138) (← links)
• A monte carlo study of tests for non-nested models estimated by generalized method of moments (Q4859871) (← links)
• Comparison of Bayesian Model Selection Criteria and Conditional Kolmogorov Test as Applied to Spot Asset Pricing Models (Q4929213) (← links)
• Evaluating the relative merits of competing models based on empirical likelihood ratio test (Q5138191) (← links)
• Combined asymmetric spatial weights matrix with application to housing prices (Q5138712) (← links)
• Linear Signed Rank Test for Model Selection (Q5172814) (← links)
• Inference after separated hypotheses testing: an empirical investigation for linear models (Q5300814) (← links)
• Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models (Q5697399) (← links)
• THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson (Q5719161) (← links)