Add to ORKGWe propose a specification test of parametrically specified nonlinear model against a weakly specified non-nested alternative. We estiamte the alternative model by using nonparametric regression (nearest righbours). The test is based on the t-statistic of an artificial regression. Monte-Carlo simulations suggest that the test has good power and size characteristic.Publicad
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
In econometric analysis, non-nested models arise naturally when rival economic theories are used to...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of a parametrically specified nonlinear model against a weakly speci...
We propose a specification test of a parametrically specified model against a weakly specified alter...
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the reg...
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the reg...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a specification test for non-nested semiparametrically specified competing model...
This paper proposes a specification test for non-nested semiparametrically specified competing model...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
In econometric analysis, non-nested models arise naturally when rival economic theories are used to...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of parametrically specified nonlinear model against a weakly specifi...
We propose a specification test of a parametrically specified nonlinear model against a weakly speci...
We propose a specification test of a parametrically specified model against a weakly specified alter...
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the reg...
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the reg...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a specification test for non-nested semiparametrically specified competing model...
This paper proposes a specification test for non-nested semiparametrically specified competing model...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
This paper proposes a test statistic for discriminating between two partly non-linear regression m...
In econometric analysis, non-nested models arise naturally when rival economic theories are used to...