The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
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- Statistical inference in non-nested econometric models
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- Encompassing in stationary linear dynamic models
- Encompassing: formulation, properties and testing
- A robust test for non-nested hypotheses
- Variable selection and transformation in linear regression models
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors
- Generalized empirical likelihood non-nested tests
- Misspecified structural change, threshold, and Markov-switching models.
- The significance of testing empirical non-nested models
- Bayesian model selection and prediction with empirical applications
- Discriminating between competing STAR models
- Characterizations and generalizations of the negative binomial distribution
- Bayesian testing for nested hypotheses under partial observability
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Granger causality
- Sir Clive W. J. Granger's contributions to forecasting
- Sir Clive W. J. Granger model selection
- Simulation based selection of competing structural econometric models
- Encompassing and indirect inference
- Testing in econometrics: Are economic theories testable?
- Selection of regressors in econometrics: parametric and nonparametric methods selection of regressors in econometrics
- Testing nested and non-nested periodically integrated autoregressive models
- Instrumental Models and Indirect Encompassing
- Testing non-nested log-linear models with pseudo estimator
- A Bayesian encompassing test using combined value-at-risk estimates
- A monte carlo study of tests for non-nested models estimated by generalized method of moments
- Model selection tests for moment inequality models
- Non-nested hypothesis testing inference for GAMLSS models
- Nonnested hypothesis testing in the class of varying dispersion beta regressions
- Asymptotic behavior of encompassing test for independent processes: case of linear and nearest neighbor regressions
- Indirect inference in structural econometric models
- The Mizon–Richard Encompassing Test for the Cox and Aalen Additive Hazards Models
- THE ET INTERVIEW: PROFESSOR DAVID F. HENDRY: Interviewed by Neil R. Ericsson
- Computer automation of general-to-specific model selection procedures
- Encompassing tests when no model is encompassing
- Specification search in nonlinear time-series models using the genetic algorithm.
- Bayesian encompassing specification test under not completely known partial observability
- Encompassing tests for nonparametric regressions
- An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses
- An encompassing test for non-nested quantile regression models
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