Testing Non-Nested Models After Estimation by Instrumental Variables or Least Squares
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- Coherency and estimation in simultaneous models with censored or qualitative dependent variables
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models
- Bootstrap J tests of nonnested linear regression models
- Algorithms for separable nonlinear least squares with application to modelling time-resolved spectra
- Exact permutation tests for non-nested non-linear regression models
- On dependency properties of the ISIs generated by a two-compartmental neuronal model
- Exact testing in multivariate regression
- Linear compartmental systems. I: Kinetic analysis and derivation of their optimized symbolic equations
- Testing non-nested log-linear models with pseudo estimator
- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- Spatial J-test: some Monte Carlo evidence
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