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