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Regression Based Tests for Non-Nested Alternatives in Grouped Duration Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Glenn T. Sueyoshi
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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number
94-11.
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Date of creation: Jun 1994Date of revision:
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Keywords: References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.:
Wooldridge, Jeffrey M., 1990.
"An encompassing approach to conditional mean tests with applications to testing nonnested hypotheses ,"
Journal of Econometrics ,
Elsevier, vol. 45(3), pages 331-350.
[Downloadable!] (restricted)
Other versions: Tauchen, George, 1985.
"Diagnostic testing and evaluation of maximum likelihood models ,"
Journal of Econometrics ,
Elsevier, vol. 30(1-2), pages 415-443.
[Downloadable!] (restricted)
Amemiya, Takeshi, 1983.
"Non-linear regression models ,"
Handbook of Econometrics ,
in: Z. Griliches†& M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 1, chapter 6, pages 333-389
Elsevier.
[Downloadable!] (restricted)
Gourieroux, Christian & Monfort, Alain & Trognon, Alain, 1983.
"Testing nested or non-nested hypotheses ,"
Journal of Econometrics ,
Elsevier, vol. 21(1), pages 83-115, January.
[Downloadable!] (restricted)
Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses ,"
Econometrica ,
Econometric Society, vol. 49(3), pages 781-93, May.
[Downloadable!] (restricted)
Other versions: Kiefer, Nicholas M, 1984.
"A Simple Test for Heterogeneity in Exponential Models of Duration ,"
Journal of Labor Economics ,
University of Chicago Press, vol. 2(4), pages 539-49, October.
[Downloadable!] (restricted)
Chesher, Andrew D, 1984.
"Testing for Neglected Heterogeneity ,"
Econometrica ,
Econometric Society, vol. 52(4), pages 865-72, July.
[Downloadable!] (restricted)
Lancaster, Tony & Chesher, Andrew, 1985.
"Residual analysis for censored duration data ,"
Economics Letters ,
Elsevier, vol. 18(1), pages 35-38.
[Downloadable!] (restricted)
Chesher, Andrew & Irish, Margaret, 1987.
"Residual analysis in the grouped and censored normal linear model ,"
Journal of Econometrics ,
Elsevier, vol. 34(1-2), pages 33-61.
[Downloadable!] (restricted)
Wooldridge, Jeffrey M., 1991.
"Specification testing and quasi-maximum- likelihood estimation ,"
Journal of Econometrics ,
Elsevier, vol. 48(1-2), pages 29-55.
[Downloadable!] (restricted)
Other versions: Christopher J. Flinn & James J. Heckman, 1982.
"Models for the Analysis of Labor Force Dynamics ,"
NBER Working Papers
0857, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Plosser, Charles I & Schwert, G William & White, Halbert, 1982.
"Differencing as a Test of Specification ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 23(3), pages 535-52, October.
[Downloadable!] (restricted)
Newey, Whitney K, 1985.
"Maximum Likelihood Specification Testing and Conditional Moment Tests ,"
Econometrica ,
Econometric Society, vol. 53(5), pages 1047-70, September.
[Downloadable!] (restricted)
James MacKinnon, 1983.
"Model specification tests against non-nested alternatives ,"
Econometric Reviews ,
Taylor and Francis Journals, vol. 2(1), pages 85-110.
[Downloadable!] (restricted)
Other versions: White, Halbert, 1982.
"Maximum Likelihood Estimation of Misspecified Models ,"
Econometrica ,
Econometric Society, vol. 50(1), pages 1-25, January.
[Downloadable!] (restricted)
Davidson, Russell & MacKinnon, James G, 1982.
"Some Non-Nested Hypothesis Tests and the Relations among Them ,"
Review of Economic Studies ,
Blackwell Publishing, vol. 49(4), pages 551-65, October.
[Downloadable!] (restricted)
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