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Tests of Non-nested Regression Models

Tests of Non-nested Regression Models PDF Author: L. G. Godfrey
Publisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37

Book Description


Tests of Non-nested Regression Models

Tests of Non-nested Regression Models PDF Author: L. G. Godfrey
Publisher:
ISBN: 9780868310787
Category : Regression analysis
Languages : en
Pages : 37

Book Description


Non-nested Regression Models

Non-nested Regression Models PDF Author: Mahmood Ahmad Bodla
Publisher: Nova Science Publishers
ISBN: 9781624177705
Category : Econometric models
Languages : en
Pages : 0

Book Description
This book addresses two interrelated problems in economics modelling: non-nested hypothesis testing in econometrics, and regression models with stochastic/random regressors. The primary motivation for this book stems from the nature of econometric models. As an abstraction from reality, each statistical model consists of mathematical relationships and stochastic, behavioural assumptions. In practice, the validity of these assumptions and the adequacy of the mathematical specifications is ascertained through a series of diagnostic and specification tests. Conventional test procedures, however, fail to recognise that economic theory generally provides more than one distinct model to explain any given economic phenomenon.

Hypothesis Testing Procedures for Non-nested Regression Models

Hypothesis Testing Procedures for Non-nested Regression Models PDF Author: Laura Lynn Bauer
Publisher:
ISBN:
Category : Econometrics
Languages : en
Pages : 814

Book Description


A Contribution to the Problem of Comparing Non-nested Regression Models

A Contribution to the Problem of Comparing Non-nested Regression Models PDF Author: Emil Spjøtvoll
Publisher:
ISBN:
Category :
Languages : en
Pages : 60

Book Description


Tests of Non-nested Linear Regression Models Subject to Linear Restrictions

Tests of Non-nested Linear Regression Models Subject to Linear Restrictions PDF Author: M. Hashem Pesaran
Publisher:
ISBN: 9780868311418
Category : Econometrics
Languages : en
Pages : 10

Book Description


Testing Non-nested Models After Estimation by Instrumental Variables Or Least Squares

Testing Non-nested Models After Estimation by Instrumental Variables Or Least Squares PDF Author: Leslie G. Godfrey
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description


On the comprehensive method of testing non-nested regression models

On the comprehensive method of testing non-nested regression models PDF Author: M. H. Pesaran
Publisher:
ISBN:
Category :
Languages : en
Pages : 12

Book Description


Aspects of Testing Non-nested Linear Regression Models

Aspects of Testing Non-nested Linear Regression Models PDF Author: Gael Margaret Martin
Publisher:
ISBN:
Category : Regression analysis
Languages : en
Pages : 244

Book Description


On the Consistency of Joint and Paired Tests for Non-nested Regression Models

On the Consistency of Joint and Paired Tests for Non-nested Regression Models PDF Author: Naorayex K. Dastoor
Publisher: Kingston, Ont. : Institute for Economic Research, Queen's University
ISBN: 9780868311340
Category : Econometrics
Languages : en
Pages : 27

Book Description


Joint Tests of Non-nested Models and General Error Specifications

Joint Tests of Non-nested Models and General Error Specifications PDF Author: Anil K. Bera
Publisher:
ISBN:
Category :
Languages : en
Pages : 36

Book Description