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Citations for "A simulation approach to the problem of computing Cox's statistic for testing nonnested models"

by Hashem Pesaran, M. & Pesaran, Bahram

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  1. Pagan, Adrian, 1996. "The econometrics of financial markets," Journal of Empirical Finance, Elsevier, vol. 3(1), pages 15-102, May.
  2. Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012. "Testing for non-nested conditional moment restrictions using unconditional empirical likelihood," Journal of Econometrics, Elsevier, vol. 167(2), pages 370-382.
  3. Francisco J. Ruge-Murcia, 2000. "Uncovering financial markets' beliefs about inflation targets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(5), pages 483-512.
  4. Genius, Margarita & Strazzera, Elisabetta, 2002. "A note about model selection and tests for non-nested contingent valuation models," Economics Letters, Elsevier, vol. 74(3), pages 363-370, February.
  5. Sangjoon Kim & Neil Shephard & Siddhartha Chib, 1996. "Stochastic Volatility: Likelihood Inference And Comparison With Arch Models," Econometrics 9610002, EconWPA.
  6. 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.
  7. Dameus, Alix & Richter, Francisca G.-C. & Brorsen, B. Wade & Sukhdial, Kullapapruk Piewthongngam, 2002. "Aids Versus The Rotterdam Demand System: A Cox Test With Parametric Bootstrap," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 27(02), December.
  8. Orme, Chris, 1995. "Simulated conditional moment tests," Economics Letters, Elsevier, vol. 49(3), pages 239-245, September.
  9. Coulibaly, Nouhoun & Brorsen, B. Wade, 1997. "A Monte Carlo Sampling Approach to Testing Separate Families of Hypotheses: Monte Carlo Results," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35879, Western Agricultural Economics Association.
  10. Yeo, In-Kwon, 2005. "Variable selection and transformation in linear regression models," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 219-226, May.
  11. J. M. C. Santos Silva, 2001. "A score test for non-nested hypotheses with applications to discrete data models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(5), pages 577-597.
  12. M. T. Aparicio & I. Villanúa, 2012. "Selection criteria for overlapping binary Models," Documentos de Trabajo dt2012-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.
  13. Dameus, Alix & Brorsen, B. Wade & Sukhdial, Kullapapruk Piewthongngam & Richter, Francisca G.-C., 2001. "Aids Versus Rotterdam: A Cox Nonnested Test With Parametric Bootstrap," 2001 Annual meeting, August 5-8, Chicago, IL 20453, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  14. König, Heinz & Lechner, Michael, 1994. "Some recent developments in microeconometrics: A survey," ZEW Discussion Papers 94-12, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  15. Duncan, Alan & Weeks, Melvyn, 1997. "Behavioural tax microsimulation with finite hours choices," European Economic Review, Elsevier, vol. 41(3-5), pages 619-626, April.
  16. M. Genius & E. Strazzera, 2000. "Evaluation of likelihood based tests for non-nested dichotomus choice contingent valuation models," Working Paper CRENoS 200012, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
  17. Kaitibie, Simeon & Nganje, William E. & Brorsen, B. Wade & Epplin, Francis M., 2003. "Optimal Grazing Pressure Under Output Price And Production Uncertainty With Alternative Functional Forms," 2003 Annual meeting, July 27-30, Montreal, Canada 22020, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  18. Godwin Nwaobi, 2001. "A Vector Error Correction And Nonnested Modelling Of Money Demand Function In Nigeria," Econometrics 0111004, EconWPA.
  19. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
  20. Godfrey, Leslie G., 2007. "On the asymptotic validity of a bootstrap method for testing nonnested hypotheses," Economics Letters, Elsevier, vol. 94(3), pages 408-413, March.
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