Testing Non-Nested Nonlinear Regression Models
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(38)- Tests for model specification in the presence of alternative hypotheses
- Comparison of alternative functional forms in production
- ARMAX model specification testing, with an application to unemployment in the Netherlands
- Selecting the best linear regression model. A classical approach
- Statistical inference in non-nested econometric models
- On the comprehensive method of testing non-nested regression models
- Pitfalls of testing non-nested hypotheses by the Lagrange multiplier method
- Some aspects of testing non-nested hypotheses
- Chernoff index for Cox test of separate parametric families
- A nonnested approach to testing continuous time models against discrete alternatives
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- The significance of testing empirical non-nested models
- Empiricial comparison between some model selection criteria
- Testing competing models for non-negative data with many zeros
- Optimal experimental control in econometrics: the simultaneous equation problem
- Econometric disequilibrium models∗
- Specification analysis with discriminating priors: an application to the concentration profits debate
- On the choice of a discrepancy functional for model selection
- Tracking interval for selecting between non-nested models: an investigation for type II right censored data
- TESTING MODEL SPECIFICATION IN SEEMINGLY UNRELATED REGRESSION MODELS
- Testing non-nested log-linear models with pseudo estimator
- Nonnested testing for competing autoregressive dynamic models estimated by instrumental variables
- Evaluating the relative merits of competing models based on empirical likelihood ratio test
- Combined asymmetric spatial weights matrix with application to housing prices
- Linear signed rank test for model selection
- Inference after separated hypotheses testing: an empirical investigation for linear models
- Alternative Procedures to Discriminate Non Nested Multivariate Linear Regression Models
- Revealed statistical consumer theory
- Bootstrapping J-type tests for non-nested regression models
- Simulation-based multiple testing for many non-nested multivariate models
- Spatial J-test: some Monte Carlo evidence
- Alternative procedures and associated tests of significance for non- nested hypotheses
- Regularity conditions for Cox's test of non-nested hypotheses
- Testing the specification of multivariate models in the presence of alternative hypotheses
- Testing nested or non-nested hypotheses
- Specification tests of calibrated option pricing models
- Consistent model specification tests
- An illustration of Cox's non-nested testing procedure for logit and probit models
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