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Testing Non-Nested Models after Estimation by Instrumental Variables or Least Squares
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- Kelejian, Harry H. & Piras, Gianfranco, 2011. "An extension of Kelejian's J-test for non-nested spatial models," Regional Science and Urban Economics, Elsevier, vol. 41(3), pages 281-292, May.
- Davidson, Russell & MacKinnon, James G., 2002.
"Bootstrap J tests of nonnested linear regression models,"
Journal of Econometrics, Elsevier, vol. 109(1), pages 167-193, July.
- Davidson, R. & Mackinnon, J. G., 1995. "Bootstrap Tests of Nonnested Linear Regression Models," G.R.E.Q.A.M. 97a25, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," Queen's Institute for Economic Research Discussion Papers 273388, Queen's University - Department of Economics.
- Davidson, R. & Mackinnon, J.G., 1997. "Bootstrap Tests of Nonnested Linear Regression Models," ASSET - Instituto De Economia Publica 170, ASSET (Association of Southern European Economic Theorists).
- David E. A. Giles & Peter Hampton, 1985. "An Engel Curve Analysis of Household Expenditure in New Zealand," The Economic Record, The Economic Society of Australia, vol. 61(1), pages 450-462, March.
- Emmanuel Duguet, 2006.
"Innovation height, spillovers and tfp growth at the firm level: Evidence from French manufacturing,"
Economics of Innovation and New Technology, Taylor & Francis Journals, vol. 15(4-5), pages 415-442.
- DUGUET Emmanuel, 2004. "Innovation height, spillovers and TFP growth at the firm level: Evidence from French manufacturing," Development and Comp Systems 0411017, University Library of Munich, Germany.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- Kenneth Stewart, 1997. "Exact testing in multivariate regression," Econometric Reviews, Taylor & Francis Journals, vol. 16(3), pages 321-352.
- Bratsiotis, George J. & Robinson, Wayne A., 2016.
"Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 20(7), pages 1826-1849.
- Bratsiotis, George J. & Robinson, Wayne A., 2016. "Unit Total Costs: An Alternative Marginal Cost Proxy For Inflation Dynamics," Macroeconomic Dynamics, Cambridge University Press, vol. 20(7), pages 1826-1849, October.
- George J. Bratsiotis & Wayne A. Robinson, 2014. "Unit Total Costs: An Alternative Marginal Cost Proxy for Inflation Dynamics," Centre for Growth and Business Cycle Research Discussion Paper Series 192, Economics, The University of Manchester.
- Thomas Barnebeck Andersen & Carl-Johan Dalgaard, 2006.
"Cross-Border Flows of People, Technology Diffusion and Aggregate Productivity,"
DEGIT Conference Papers
c011_006, DEGIT, Dynamics, Economic Growth, and International Trade.
- Thomas Barnebeck Andersen & Carl-Johan Dalgaard, 2006. "Cross-Border Flows of People, Technology Diffusion and Aggregate Productivity," Discussion Papers 06-04, University of Copenhagen. Department of Economics.
- Dastoor, Naorayex K. & Fisher, Gordon, 1988.
"On Point-Optimal Cox Tests,"
Econometric Theory, Cambridge University Press, vol. 4(1), pages 97-107, April.
- Naorayex K. Dastoor & Gordon Fisher, 1987. "On Point-Optimal Cox Tests," Working Paper 678, Economics Department, Queen's University.
- Dastoor, Naorayex & Fisher, Gordon, 1987. "On Point-Optimal Cox Tests," Queen's Institute for Economic Research Discussion Papers 275207, Queen's University - Department of Economics.
- Campa, Jose Manuel & Gonzalez Minguez, Jose M., 2006.
"Differences in exchange rate pass-through in the euro area,"
European Economic Review, Elsevier, vol. 50(1), pages 121-145, January.
- Campa, Jose M. & Gonzalez, Jose M., 2002. "Differences in exchange rate pass-through in the euro area," IESE Research Papers D/479, IESE Business School.
- José Manuel Campa & Jose M. González Mínguez, 2002. "Differences in exchange rate pass-through in the euro area," Working Papers 0219, Banco de España.
- Campa, José Manuel & González Mìnguez, Jose Manuel, 2004. "Differences in Exchange Rate Pass-Through in the Euro Area," CEPR Discussion Papers 4389, C.E.P.R. Discussion Papers.
- Bouman, J., 1984. "Testing Nonnested Linear Hypotheses I : Reduction By Invariance Considerations," Econometric Institute Archives 272284, Erasmus University Rotterdam.
- Kenneth Stewart & Kenneth Stewart, 2000.
"GNR, MGR, and exact misspeclfication testing,"
Econometric Reviews, Taylor & Francis Journals, vol. 19(2), pages 233-240.
- Kenneth G. Stewart, 1998. "Gauss-Newton, Milliken-Graybill, and Exact Misspecification Testing Using Artificial Regressions," Econometrics Working Papers 9811, Department of Economics, University of Victoria.
- Nicolas DEBARSY & Cem ERTUR, 2016.
"Interaction matrix selection in spatial econometrics with an application to growth theory,"
LEO Working Papers / DR LEO
2172, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Nicolas Debarsy & Cem Ertur, 2019. "Interaction matrix selection in spatial econometrics with an application to growth theory," Post-Print halshs-01278545, HAL.
- Nicolas Debarsy & Cem Ertur, 2016. "Interaction matrix selection in spatial econometrics with an application to growth theory," Working Papers halshs-01278545, HAL.
- Debarsy, Nicolas & Ertur, Cem, 2019. "Interaction matrix selection in spatial autoregressive models with an application to growth theory," Regional Science and Urban Economics, Elsevier, vol. 75(C), pages 49-69.
- Luc Anselin, 1988. "Model Validation in Spatial Econometrics: A Review and Evaluation of Alternative Approaches," International Regional Science Review, , vol. 11(3), pages 279-316, December.
- Bernard Fingleton & Simonetta Longhi, 2013.
"The Effects Of Agglomeration On Wages: Evidence From The Micro-Level,"
Journal of Regional Science, Wiley Blackwell, vol. 53(3), pages 443-463, August.
- Bernard Fingleton & Simonetta Longhi, 2011. "The effects of agglomeration on wages: evidence from the micro-level," Working Papers 1124, University of Strathclyde Business School, Department of Economics.
- Fingleton, Bernard & Longhi, Simonetta, 2011. "The effects of agglomeration on wages: evidence from the micro-level," SIRE Discussion Papers 2011-35, Scottish Institute for Research in Economics (SIRE).
- Fingleton, Bernard & Longhi, Simonetta, 2011. "The effects of agglomeration on wages: evidence from the micro-level," LSE Research Online Documents on Economics 58608, London School of Economics and Political Science, LSE Library.
- Bernard Fingleton & Simonetta Longhi, 2011. "The Effects of Agglomeration on Wages: Evidence from the Micro-Level," SERC Discussion Papers 0081, Centre for Economic Performance, LSE.
- Harry H. Kelejian & Gianfranco Piras, 2013. "A J-Test for Panel Models with Fixed Effects, Spatial and Time," Working Papers Working Paper 2013-03, Regional Research Institute, West Virginia University.
- Fingleton, Bernard, 2008. "Competing models of global dynamics: Evidence from panel models with spatially correlated error components," Economic Modelling, Elsevier, vol. 25(3), pages 542-558, May.
- Luger, Richard, 2006. "Exact permutation tests for non-nested non-linear regression models," Journal of Econometrics, Elsevier, vol. 133(2), pages 513-529, August.
- John F. Helliwell & Alan Chung, 1991.
"Macroeconomic Convergence: International Transmission of Growth and Technical Progress,"
NBER Chapters, in: International Economic Transactions: Issues in Measurement and Empirical Research, pages 388-436,
National Bureau of Economic Research, Inc.
- John F. Helliwell & Alan Chung, 1990. "Macroeconomic Convergence: International Transmission of Growth and Technical Progress," NBER Working Papers 3264, National Bureau of Economic Research, Inc.
- Bernard Fingleton & Silvia Palombi, 2016. "Bootstrap J -Test for Panel Data Models with Spatially Dependent Error Components, a Spatial Lag and Additional Endogenous Variables," Spatial Economic Analysis, Taylor & Francis Journals, vol. 11(1), pages 7-26, March.
- Han, Xiaoyi & Lee, Lung-fei, 2013. "Model selection using J-test for the spatial autoregressive model vs. the matrix exponential spatial model," Regional Science and Urban Economics, Elsevier, vol. 43(2), pages 250-271.
- Harry Kelejian, 2008. "A spatial J-test for model specification against a single or a set of non-nested alternatives," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 3-11, April.
- Harry H. Kelejian & Gianfranco Piras, 2016. "A J test for dynamic panel model with fixed effects, and nonparametric spatial and time dependence," Empirical Economics, Springer, vol. 51(4), pages 1581-1605, December.
- Neil R. Ericsson, 1987. "Monte Carlo methodology and the finite sample properties of statistics for testing nested and non-nested hypotheses," International Finance Discussion Papers 317, Board of Governors of the Federal Reserve System (U.S.).
- Chan, Kam C. & Seow, Gim S., 1996. "The association between stock returns and foreign GAAP earnings versus earnings adjusted to U.S. GAAP," Journal of Accounting and Economics, Elsevier, vol. 21(1), pages 139-158, February.
- Mizon, Grayham E & Richard, Jean-Francois, 1986. "The Encompassing Principle and Its Application to Testing Non-nested Hypotheses," Econometrica, Econometric Society, vol. 54(3), pages 657-678, May.
- Pons Novell, Jordi, 1997. "Selección de modelos no anidados. Un estudio de Monte Carlo," Estudios de Economia Aplicada, Estudios de Economia Aplicada, vol. 7, pages 131-139, Junio.