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The significance of testing empirical non-nested models

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  • McAleer, Michael

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  • McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  • Handle: RePEc:eee:econom:v:67:y:1995:i:1:p:149-171
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    2. Chang, C-L. & McAleer, M.J. & Franses, Ph.H.B.F., 2010. "Combining Non-Replicable Forecasts," Econometric Institute Research Papers EI 2010-44, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    3. West, Kenneth D., 2001. "Encompassing tests when no model is encompassing," Journal of Econometrics, Elsevier, vol. 105(1), pages 287-308, November.
    4. Chen, Yi-Ting & Kuan, Chung-Ming, 2002. "The pseudo-true score encompassing test for non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 106(2), pages 271-295, February.
    5. Franses, Ph.H.B.F. & McAleer, M.J. & Legerstee, R., 2008. "Does the ROMC have expertise, and can it forecast?," Econometric Institute Research Papers EI 2008-33, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    6. Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
    7. Watkins, Clinton, 1997. "The term structure of interest rates and economic activity: An empirical critique," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 487-493.
    8. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
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    22. Russell Davidson & James MacKinnon, 2002. "Fast Double Bootstrap Tests Of Nonnested Linear Regression Models," Econometric Reviews, Taylor & Francis Journals, vol. 21(4), pages 419-429.

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