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Citations for "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses"

by Mizon, Grayham E & Richard, Jean-Francois

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  1. Neil R. Ericsson, 2008. "The Fragility of Sensitivity Analysis: An Encompassing Perspective," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(s1), pages 895-914, December.
  2. Enrique López E & Martha Misas A, 1998. "Un Examen Empírico De La Curva De Phillips En Colombia," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  3. Jim Malley & Hassan Molana, 2002. "The Life-Cycle-Permanent-Income Model: A Reinterpretation and Supporting Evidence," Working Papers 2002_17, Business School - Economics, University of Glasgow.
  4. Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October.
  5. Xiaohong Chen & Yanqin Fan, 2004. "Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification," Vanderbilt University Department of Economics Working Papers 0419, Vanderbilt University Department of Economics, revised Sep 2004.
  6. Choe, Chongwoo & Moosa, Imad A., 1999. "Financial System and Economic Growth: The Korean Experience," World Development, Elsevier, vol. 27(6), pages 1069-1082, June.
  7. repec:dgr:uvatin:2005107 is not listed on IDEAS
  8. Kevin D. Hoover & Stephen J. Perez, . "Data Mining Reconsidered: Encompassing And The General-To-Specific Approach To Specification Search," Department of Economics 97-27, California Davis - Department of Economics.
  9. Chen, Xiaohong & Fan, Yanqin, 2006. "Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 125-154.
  10. West,K.D., 1999. "Encompassing tests when no model is encompassing," Working papers 36, Wisconsin Madison - Social Systems.
  11. repec:dgr:uvatin:2002117 is not listed on IDEAS
  12. Li, Tong, 2009. "Simulation based selection of competing structural econometric models," Journal of Econometrics, Elsevier, vol. 148(2), pages 114-123, February.
  13. Malmsten, Hans, 2004. "Evaluating exponential GARCH models," SSE/EFI Working Paper Series in Economics and Finance 564, Stockholm School of Economics, revised 03 Sep 2004.
  14. Jim Malley & Hassan Molana, . "The Permanent Income Hypothesis Revisited: Reconciling Evidence from Aggregate Data with the Representative Consumer Behaviour," ICMM Discussion Papers 48, Department of Economics University of Strathclyde.
  15. Michiel van Leuvensteijn & J. van Ommeren, 2003. "New evidence of the effect of transaction costs on residential mobility," CPB Discussion Paper 18, CPB Netherlands Bureau for Economic Policy Analysis.
  16. Richard, Jean-Francois, 1995. "Bayesian model selection and prediction with empirical applications discussion," Journal of Econometrics, Elsevier, vol. 69(1), pages 337-349, September.
  17. Cheong, ChongCheul, 2003. "Regime changes and econometric modeling of the demand for money in Korea," Economic Modelling, Elsevier, vol. 20(3), pages 437-453, May.
  18. Giovanni Russo & Aura Reggiani & Peter Nijkamp, 2005. "Spatial Activity and Labour Market Patterns," Tinbergen Institute Discussion Papers 05-107/3, Tinbergen Institute.
  19. Gracia, Eduard, 2011. "Uncertainty and capacity constraints: Reconsidering the aggregate production function," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 5, pages 1-50.
  20. CHESHER, Andrew & DHAENE, Geert & GOURIEROUX, Christian & SCAILLET, Olivier, 1999. "Bartlett identities tests," CORE Discussion Papers 1999039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  21. Carrasco, Marine, 2002. "Misspecified Structural Change, Threshold, and Markov-switching models," Journal of Econometrics, Elsevier, vol. 109(2), pages 239-273, August.
  22. Trecroci, Carmine & Vega, Juan Luis, 2000. "The information content of M3 for future inflation," Working Paper Series 0033, European Central Bank.
  23. Dalton, Timothy J., 2004. "A household hedonic model of rice traits: economic values from farmers in West Africa," Agricultural Economics, Blackwell, vol. 31(2-3), pages 149-159, December.
  24. 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.
  25. Martha Misas & Enrique López, . "La Utilización de la Capacidad Instalada de la Industria en Colombia: Un Nuevo Enfoque," Borradores de Economia 153, Banco de la Republica de Colombia.
  26. Ikerne del valle & Kepa Astorkiza & Inmaculada Astorkiza, 2009. "Has the European Structural Fisheries Policy Influenced on the Second Hand Market of Fishing Vessels?," EHUCHAPS, Universidad del País Vasco - Facultad de Ciencias Económicas y Empresariales.
  27. Ashiya, Masahiro, 2007. "Forecast accuracy of the Japanese government: Its year-ahead GDP forecast is too optimistic," Japan and the World Economy, Elsevier, vol. 19(1), pages 68-85, January.
  28. Ghysels, E. & Hall, A., 1987. "Some Additional Specification Tests for Generalized Method of Moments Estimators with Macro-Economic Applications Part I : Theory," Cahiers de recherche 8724, Universite de Montreal, Departement de sciences economiques.
  29. Kevin Hoover & Harris Dellas, 2003. "Truth and Robustness in Cross-country Growth Regressions," Working Papers 11, University of California, Davis, Department of Economics.
  30. Mcaleer, M. & Pesaran, M.H. & Bera, A.K., 1990. "Alternative Approaches To Testing Non-Nested Models With Autocorrelated Disturbances: An Application To Models Of U.S. Unemployment," Papers 10, California Los Angeles - Applied Econometrics.
  31. Jos van Ommeren & Michiel van Leuvensteijn, 2002. "New Evidence of the Effect of Transaction Costs on Residential Mobility," Tinbergen Institute Discussion Papers 02-117/3, Tinbergen Institute.
  32. Massimiliano Marcellino, . "Further Results on MSFE Encompassing," Working Papers 143, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  33. Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
  34. Matteo Barigozzi & Antonio Conti, 2013. "On the Stability of Euro Area Money Demand and its Implications for Monetary Policy," LEM Papers Series 2013/11, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  35. repec:cep:stiecm:/2000/392 is not listed on IDEAS
  36. David F. Hendry & Neil R. Ericsson, 1990. "Modeling the demand for narrow money in the United Kingdom and the United States," International Finance Discussion Papers 383, Board of Governors of the Federal Reserve System (U.S.).
  37. McAleer, Michael, 1994. " Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-70, December.
  38. Murphy, Kevin J., 2007. "The impact of unemployment insurance taxes on wages," Labour Economics, Elsevier, vol. 14(3), pages 457-484, June.
  39. Neil R. Ericsson & David F. Hendry, 1985. "Conditional econometric modelling : an application to new house prices in the United Kingdom," International Finance Discussion Papers 254, Board of Governors of the Federal Reserve System (U.S.).
  40. Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
  41. Teräsvirta, Timo & Eliasson, Ann-Charlotte, 1998. "Nonlinear error-correction and the UK demand for broad money, 1878-1993," SSE/EFI Working Paper Series in Economics and Finance 265, Stockholm School of Economics, revised 30 Nov 1998.
  42. Yi-Ting Chen & Chung-Ming Kuan, 2000. "The Pseudo-True Score Encompassing Test for Non-Nested Hypothesis," Econometric Society World Congress 2000 Contributed Papers 1723, Econometric Society.
  43. repec:ebl:ecbull:v:3:y:2004:i:28:p:1-4 is not listed on IDEAS
  44. Taisuke Otsu & Yoon-Jae Whang, 2005. "Testing for Non-nested Conditional Moment Retrictions via Conditional Empirical Likelihood," Cowles Foundation Discussion Papers 1533, Cowles Foundation for Research in Economics, Yale University.
  45. Jim Malley & Hassan Molana, 2006. "Further Evidence from Aggregate Data on the Life-Cycle-Permanent-Income Model," Empirical Economics, Springer, vol. 31(4), pages 1025-1041, November.
  46. Giacomini, Raffaella & Komunjer, Ivana, 2005. "Evaluation and Combination of Conditional Quantile Forecasts," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 416-431, October.
  47. Beenstock, Michael & Szpiro, George, 2002. "Specification search in nonlinear time-series models using the genetic algorithm," Journal of Economic Dynamics and Control, Elsevier, vol. 26(5), pages 811-835, May.
  48. Moosa, Imad & Naughton, Tony & Li, Larry, 2009. "Exchange Rate Regime Verifi cation: Has China Actually Moved from a Dollar Peg to a Basket Peg? Peg?," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 62(1), pages 41-67.
  49. Ray C. Fair & Robert J. Shiller, 1987. "Econometric Modeling as Information Aggregation," Cowles Foundation Discussion Papers 833R, Cowles Foundation for Research in Economics, Yale University, revised Jan 1988.
  50. Ripple, Ronald D. & Moosa, Imad A., 2009. "The effect of maturity, trading volume, and open interest on crude oil futures price range-based volatility," Global Finance Journal, Elsevier, vol. 20(3), pages 209-219.
  51. Dhaene, Geert & Scaillet, Olivier, 2000. "Reversed Score and Likelihood Ratio Tests," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 2000026, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  52. Bec, F. & Mogliani, M., 2013. "Nowcasting French GDP in Real-Time from Survey Opinions: Information or Forecast Combinations?," Working papers 436, Banque de France.
  53. Keunkwan Ryu & Kuo-yuan Liang, 1992. "Relationship of Forecast Encompassing to Composite Forecasts with Simulations and an Application," UCLA Economics Working Papers 668, UCLA Department of Economics.
  54. Susanne Schennach & Daniel Wilhelm, 2014. "A simple parametric model selection test," CeMMAP working papers CWP10/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  55. Giovanni Russo & Aura Reggiani & Peter Nijkamp, 2007. "Spatial activity and labour market patterns: A connectivity analysis of commuting flows in Germany," The Annals of Regional Science, Springer, vol. 41(4), pages 789-811, December.
  56. Bontemps, Christophe & Mizon, Grayham E., 2001. "Congruence and encompassing," Discussion Paper Series In Economics And Econometrics 0107, Economics Division, School of Social Sciences, University of Southampton.
  57. Dahalan, Jauhari & Sharma, Subhash C. & Sylwester, Kevin, 2007. "Scale variable specification in a money demand function for Malaysia," Journal of Asian Economics, Elsevier, vol. 18(6), pages 867-882, December.
  58. Mohn, Klaus & Osmundsen, Petter, 2008. "Exploration economics in a regulated petroleum province: The case of the Norwegian Continental Shelf," Energy Economics, Elsevier, vol. 30(2), pages 303-320, March.
  59. Aleksandra A. Maslowska, 2011. "Quest for the Best: How to Measure Central Bank Independence and Show its Relationship with Inflation," Czech Economic Review, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, vol. 5(2), pages 132-161, August.
  60. Ikerne Valle Erkiaga & Kepa Ikazuriaga, 2013. "Assessing Changes in Capital and Investment as a Result of Fishing Capacity Limitation Programs," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 54(2), pages 223-260, February.
  61. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  62. Chen, Yi-Ting, 2006. "Non-nested tests for competing U.S. narrow money demand functions," Economic Modelling, Elsevier, vol. 23(2), pages 339-363, March.
  63. Hsin-Yi Lin, 2011. "A robust test for non-nested hypotheses," AStA Advances in Statistical Analysis, Springer, vol. 95(1), pages 93-111, March.
  64. Hansson, Gustav, 2008. "Same Same but Different? A Comparison of Institutional Models," Working Papers in Economics 329, University of Gothenburg, Department of Economics.
  65. Funke, Michael, 1997. "Supply potential and output gaps in West German manufacturing," International Journal of Forecasting, Elsevier, vol. 13(2), pages 211-222, June.
  66. Mansour Farahani & S. V. Subramanian & David Canning, 2009. "Short and long-term relationship between physician density on infant mortality: a longitudinal econometric analysis," PGDA Working Papers 4909, Program on the Global Demography of Aging.
  67. Elyasiani, Elyas & Zadeh, Ali H. M., 1999. "Econometric tests of alternative scale variables in money demand in open economies: International evidence from selected OECD countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(2), pages 193-211.
  68. Carmine Trecroci & Juan Vega, 2002. "The information content of M3 for future inflation in the Euro area," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 138(1), pages 22-53, March.
  69. Donald W.K. Andrews, 1986. "Power in Econometric Applications," Cowles Foundation Discussion Papers 800, Cowles Foundation for Research in Economics, Yale University.
  70. Taisuke Otsu, 2004. "Effect of small-sample adjustments for Cox test under non-nested linear regression models," Economics Bulletin, AccessEcon, vol. 3(28), pages 1-4.
  71. Chen, Yi-Ting, 2003. "Discriminating between competing STAR models," Economics Letters, Elsevier, vol. 79(2), pages 161-167, May.
  72. Moosa, Imad A. & Al-Loughani, Nabeel E., 1995. "Testing the price-volume relation in emerging Asian stock markets," Journal of Asian Economics, Elsevier, vol. 6(3), pages 407-422.
  73. Jin, Fei & Lee, Lung-fei, 2013. "Cox-type tests for competing spatial autoregressive models with spatial autoregressive disturbances," Regional Science and Urban Economics, Elsevier, vol. 43(4), pages 590-616.
  74. Phipps , Shelley & Lethbridge, Lynn, 2006. "Income and the Outcomes of Children," Analytical Studies Branch Research Paper Series 2006281e, Statistics Canada, Analytical Studies Branch.
  75. David Hendry & Jurgen A. Doornik, 2014. "Statistical Model Selection with 'Big Data'," Economics Series Working Papers 735, University of Oxford, Department of Economics.
  76. Manfredo, Mark R. & Sanders, Dwight R., 2003. "Minimum Variance Hedging And The Encompassing Principle: Assessing The Effectiveness Of Futures Hedges," 2003 Annual meeting, July 27-30, Montreal, Canada 22247, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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