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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

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

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

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

Non-nested Pretest Tests

Non-nested Pretest Tests PDF Author: Leo Michelis
Publisher: London, Ont. : Department of Economics, University of Western Ontario
ISBN:
Category : Econometric models
Languages : en
Pages : 36

Book Description

Comparison of local power of alternative tests of non-nested regression models

Comparison of local power of alternative tests of non-nested regression models PDF Author: M. H. Pesaran
Publisher:
ISBN:
Category :
Languages : en
Pages : 19

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.

Orthogonal Regression Models and the Disribution of the Non Nested Tests

Orthogonal Regression Models and the Disribution of the Non Nested Tests PDF Author: Leo Michelis
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description

Regression Based Tests for Non-nested Alternatives in Grouped Duration Models

Regression Based Tests for Non-nested Alternatives in Grouped Duration Models PDF Author: Glenn T. Sueyoshi
Publisher:
ISBN:
Category : Econometric models
Languages : en
Pages : 28

Book Description

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