The following pages link to (Q5600597):
Displayed 50 items.
- Consistent model specification tests (Q91781) (← links)
- Bootstrapping J-type tests for non-nested regression models (Q673559) (← links)
- Minimum chi-square estimation and tests for model selection (Q685917) (← 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)
- A multiple divergence criterion for testing between separate hypotheses (Q800061) (← links)
- Testing nested or non-nested hypotheses (Q800679) (← links)
- Testing nonnested Euler conditions with quadrature-based methods of approximation (Q805126) (← links)
- An illustration of Cox's non-nested testing procedure for logit and probit models (Q951879) (← links)
- Discriminating between Weibull and generalized exponential distributions (Q951917) (← links)
- Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach (Q1042948) (← links)
- Misspecified models with dependent observations (Q1050063) (← 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)
- Comparison of alternative functional forms in production (Q1069652) (← links)
- On exact and asymptotic tests of non-nested models (Q1082755) (← links)
- Selecting the best linear regression model. A classical approach (Q1094044) (← 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)
- A test of a disequilibrium model (Q1142002) (← links)
- Choice of a survival model for patients with a brain tumour (Q1164923) (← 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)
- Testing for autoregressive against moving average errors in the linear regression model (Q1172359) (← links)
- Frequency domain pattern classification (Q1222971) (← links)
- Efficient estimation of income distribution parameters (Q1250665) (← links)
- Empirical comparisons of some tests of separate families of hypotheses (Q1258569) (← links)
- The problem of testing hypotheses concerning the parameters of the Pólya distribution (Q1269929) (← links)
- A note on the robust interpretation of regression coefficients (Q1305250) (← links)
- Fitting and comparing probability distributions with log linear models (Q1330507) (← links)
- Robust Bayesian analysis using divergence measures (Q1332741) (← links)
- Encompassing in stationary linear dynamic models (Q1341212) (← links)
- Robust inference by influence functions (Q1361607) (← links)
- Variable selection and transformation in linear regression models (Q1779679) (← links)
- A comparison of nonnested tests for misspecified models using the method of approximate slopes (Q1801418) (← links)
- Tests of specification for parametric and semiparametric models (Q1801421) (← 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 distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
- Maximum likelihood principle and model selection when the true model is unspecified (Q1825556) (← links)
- The null and non-null asymptotic distribution of the Cox test for multivariate nonlinear regression. Alternatives and a new distribution-free Cox test (Q1836952) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Generalized empirical likelihood non-nested tests (Q1858928) (← links)
- Bootstrap \(J\) tests of nonnested linear regression models (Q1867735) (← links)
- Discriminating between the log-normal and generalized exponential distributions (Q1888840) (← links)
- The significance of testing empirical non-nested models (Q1893409) (← links)
- Comments on testing economic theories and the use of model selection criteria (Q1893410) (← links)