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A robust test for non-nested hypotheses

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  • Hsin-Yi Lin

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File URL: http://hdl.handle.net/10.1007/s10182-010-0140-3
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Bibliographic Info

Article provided by Springer in its journal AStA Advances in Statistical Analysis.

Volume (Year): 95 (2011)
Issue (Month): 1 (March)
Pages: 93-111

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Handle: RePEc:spr:alstar:v:95:y:2011:i:1:p:93-111

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Web page: http://www.springerlink.com/link.asp?id=112915

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Related research

Keywords: Non-nested hypothesis; Non-nested tests; Rank score test; Robust test;

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  1. Kuan, Chung-Ming & Lin, Hsin-Yi, 2010. "An encompassing test for non-nested quantile regression models," Economics Letters, Elsevier, vol. 107(2), pages 257-260, May.
  2. Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
  3. Gordon Fisher & Michael McAleer, 1981. "Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses," Working Papers 420, Queen's University, Department of Economics.
  4. Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-78, May.
  5. Chen, Nai-Fu & Roll, Richard & Ross, Stephen A, 1986. "Economic Forces and the Stock Market," The Journal of Business, University of Chicago Press, vol. 59(3), pages 383-403, July.
  6. Ramalho, Joaquim J. S. & Smith, Richard J., 2002. "Generalized empirical likelihood non-nested tests," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 99-125, March.
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