Bootstrapping J-type tests for non-nested regression models
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- Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Econometric Society, vol. 49(3), pages 781-93, May.
- Russell Davidson & James G. MacKinnon, 1980. "Several Tests for Model Specification in the Presence of Alternative Hypotheses," Working Papers 378, Queen's University, Department of Economics.
- Pesaran, M H, 1982. "Comparison of Local Power of Alternative Tests of Non-Nested Regression Models," Econometrica, Econometric Society, vol. 50(5), pages 1287-1305, September.
- Godfrey, L. G. & Pesaran, M. H., 1983. "Tests of non-nested regression models: Small sample adjustments and Monte Carlo evidence," Journal of Econometrics, Elsevier, vol. 21(1), pages 133-154, January.
- Davidson, Russell & MacKinnon, James G, 1982.
"Some Non-Nested Hypothesis Tests and the Relations among Them,"
Review of Economic Studies,
Wiley Blackwell, vol. 49(4), pages 551-65, October.
- Russell Davidson & James G. MacKinnon, 1980. "Some Non-Nested Hypothesis Tests and the Relations Among Them," Working Papers 409, Queen's University, Department of Economics.
- Miguel A. Delgado & Thanasis Stengos, 1990. "Semiparametric Specification Testing," Working Papers 778, Queen's University, Department of Economics.
- Gordon Fisher & Michael McAleer, 1981.
"Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses,"
420, Queen's University, Department of Economics.
- Fisher, Gordon R. & McAleer, Michael, 1981. "Alternative procedures and associated tests of significance for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 16(1), pages 103-119, May.
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