Non-nested Hypothesis Testing: An Overview
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References listed on IDEAS
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- Di Tommaso, M.L. & Weeks, M., 2000. "Decision Structures and Discrete Choices: An Application to Labour Market Participation and Fertility," Cambridge Working Papers in Economics 0009, Faculty of Economics, University of Cambridge.
- 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.
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- Jesús Crespo Cuaresma & Maria Antoinette Silgoner, 2004. "Groth effects of inflation in Europe: How low is too low, how high is too high?," Vienna Economics Papers 0411, University of Vienna, Department of Economics.
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- Otsu, Taisuke & Seo, Myung Hwan & Whang, Yoon-Jae, 2012.
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- Moheb Ghali & John M. Krieg & K. Surekha Rao, 2011. "A Bayesian Extension of the J-Test for Non-Nested Hypotheses," Journal of Quantitative Economics, The Indian Econometric Society, vol. 9(1), pages 53-72.
- 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.
- Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
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More about this item
Keywords
Non-nested hypotheses; Model selection; Cox’s test; Encompassing; Stochastic simulation; Kullback-Leibler divergence measure;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2000-01-24 (Econometrics)
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