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Regularity conditions for cox's test of non-nested hypotheses

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  • White, Halbert

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  • White, Halbert, 1982. "Regularity conditions for cox's test of non-nested hypotheses," Journal of Econometrics, Elsevier, vol. 19(2-3), pages 301-318, August.
    • Handle: RePEc:eee:econom:v:19:y:1982:i:2-3:p:301-318
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    1. Charitou, Andreas & Dionysiou, Dionysia & Lambertides, Neophytos & Trigeorgis, Lenos, 2013. "Alternative bankruptcy prediction models using option-pricing theory," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2329-2341.
    2. M. Jiménez-Gamero & A. Batsidis & M. Alba-Fernández, 2016. "Fourier methods for model selection," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 105-133, February.
    3. Debasis Kundu & Anubhav Manglick, 2004. "Discriminating between the Weibull and log‐normal distributions," Naval Research Logistics (NRL), John Wiley & Sons, vol. 51(6), pages 893-905, September.
    4. Yeo, In-Kwon, 2005. "Variable selection and transformation in linear regression models," Statistics & Probability Letters, Elsevier, vol. 72(3), pages 219-226, May.
    5. M. D. Jiménez-Gamero & A. Batsidis, 2017. "Minimum distance estimators for count data based on the probability generating function with applications," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(5), pages 503-545, July.
    6. Godfrey, L. G., 1998. "Tests of non-nested regression models some results on small sample behaviour and the bootstrap," Journal of Econometrics, Elsevier, vol. 84(1), pages 59-74, May.
    7. CHEN, Piao & YE, Zhi-Sheng, 2018. "A systematic look at the gamma process capability indices," European Journal of Operational Research, Elsevier, vol. 265(2), pages 589-597.
    8. Shovan Chowdhury, 2019. "Selection between Exponential and Lindley distributions," Working papers 316, Indian Institute of Management Kozhikode.
    9. McAleer, Michael, 1995. "The significance of testing empirical non-nested models," Journal of Econometrics, Elsevier, vol. 67(1), pages 149-171, May.
    10. Kalb, Guyonne R. J. & Kofman, Paul & Vorst, Ton C. F., 1996. "Mixtures of tails in clustered automobile collision claims," Insurance: Mathematics and Economics, Elsevier, vol. 18(2), pages 89-107, July.
    11. 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.
    12. Monfardini, Chiara, 2003. "An illustration of Cox's non-nested testing procedure for logit and probit models," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 425-444, March.
    13. 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.
    14. McAleer, Michael, 1994. "Sherlock Holmes and the Search for Truth: A Diagnostic Tale," Journal of Economic Surveys, Wiley Blackwell, vol. 8(4), pages 317-370, December.
    15. Giovanni Angelini & Giuseppe Cavaliere & Enzo D'Innocenzo & Luca De Angelis, 2022. "Time-Varying Poisson Autoregression," Papers 2207.11003, arXiv.org.
    16. Maxwell L. King & Sivagowry Sriananthakumar, 2015. "Point Optimal Testing: A Survey of the Post 1987 Literature," Monash Econometrics and Business Statistics Working Papers 5/15, Monash University, Department of Econometrics and Business Statistics.
    17. Gupta, Rameshwar D. & Kundu, Debasis, 2003. "Discriminating between Weibull and generalized exponential distributions," Computational Statistics & Data Analysis, Elsevier, vol. 43(2), pages 179-196, June.

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