Pages that link to "Item:Q4158373"
From MaRDI portal
The following pages link to Testing Non-Nested Nonlinear Regression Models (Q4158373):
Displaying 37 items.
- Consistent model specification tests (Q91781) (← links)
- Testing competing models for non-negative data with many zeros (Q312340) (← links)
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data (Q451206) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Spatial J-test: some Monte Carlo evidence (Q746194) (← links)
- Alternative procedures and associated tests of significance for non- nested hypotheses (Q789139) (← links)
- Regularity conditions for Cox's test of non-nested hypotheses (Q794080) (← links)
- Testing the specification of multivariate models in the presence of alternative hypotheses (Q794385) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- Specification tests of calibrated option pricing models (Q888333) (← 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)
- Comparison of alternative functional forms in production (Q1069652) (← links)
- ARMAX model specification testing, with an application to unemployment in the Netherlands (Q1090051) (← 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)
- Chernoff index for Cox test of separate parametric families (Q1747731) (← links)
- A nonnested approach to testing continuous time models against discrete alternatives (Q1801422) (← links)
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models (Q1801424) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Empiricial Comparison between Some Model Selection Criteria (Q3085294) (← links)
- Optimal experimental control in econometrics: the simultaneous equation problem (Q3675846) (← links)
- Econometric disequilibrium models<sup>∗</sup> (Q3953064) (← links)
- Specification analysis with discriminating priors: an application to the concentration profits debate (Q3965472) (← links)
- On the choice of a discrepancy functional for model selection (Q4337107) (← links)
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS (Q4540607) (← 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)
- 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)
- Revealed statistical consumer theory (Q6559107) (← links)
