On the J-test for nonnested hypotheses and Bayesian extension
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References listed on IDEAS
- Russell Davidson & James G. Mackinnon, 1982.
"Some Non-Nested Hypothesis Tests and the Relations Among Them,"
Review of Economic Studies,
Oxford University Press, vol. 49(4), pages 551-565.
- 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.
- Davidson, Russell & MacKinnon, James G, 1981.
"Several Tests for Model Specification in the Presence of Alternative Hypotheses,"
Econometric Society, vol. 49(3), pages 781-793, 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.
- Davidson, Russell & MacKinnon, James G., 1993. "Estimation and Inference in Econometrics," OUP Catalogue, Oxford University Press, number 9780195060119.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics,
Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
More about this item
Keywordsspecification testing; non-nested hypotheses; Bayes factor; Bayesian Information Criteria; Marginal likelihood;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
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