.png){kind=icon}
返回
A simple test for regression specification with non-nested alternatives
.png){kind=icon}
PRE
AI
DOI：10.1016/j.jeconom.2011.09.037.png)
.png){kind=icon}
.png){kind=icon}
分享.png){kind=icon}
收藏
摘要
En 中文
In this paper. I introduce a simple test for the presence of the data-generating process among several non-nested alternatives. The test is an extension of the classical J test for non-nested regression models. I also provide a bootstrap version of the test that avoids possible size distortions inherited from the J test. (C) 2011 Elsevier B.V. All rights reserved.
Keyword:
Non-nested testing
Multiple testing
Bootstrap
Finite-sample size
期刊
IF:
4
论文数:
5.3K
被引数:
3.0W
机构
暂无机构信息
引用论文
.png){kind=icon}
分享收藏The distributions of the J and Cox non-nested tests in regression models with weakly correlated regressors具有弱相关回归变量的回归模型中J和Cox非嵌套检验的分布
OAAI
OAAI分享收藏The value of cystatin C in predicting perioperative and long-term prognosis of renal transplantation
OAAI
OAAI分享收藏
查看更多内容