ASYMPTOTIC PROPERTIES OF INSTRUMENTAL VARIABLES STATISTICS FOR TESTING NON-NESTED HYPOTHESES

被引：37

|

作者：

ERICSSON, NR

机构：

来源：

REVIEW OF ECONOMIC STUDIES | 1983年 / 50卷 / 02期

关键词：

D O I：

10.2307/2297417

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：287 / 304

页数：18

相关论文

共 50 条

[41] Testing for non-nested conditional moment restrictions using unconditional empirical likelihood
Otsu, Taisuke
Seo, Myung Hwan
Whang, Yoon-Jae
[J]. JOURNAL OF ECONOMETRICS, 2012, 167 (02) : 370 - 382
[42] Testing non-nested multivariate effect size models in meta-analysis
Timm, NH
[J]. JOURNAL OF EDUCATIONAL AND BEHAVIORAL STATISTICS, 2002, 27 (04) : 321 - 333
[43] An illustration of Cox's non-nested testing procedure for logit and probit models
Monfardini, C
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2003, 42 (03) : 425 - 444
[44] Non-nested estimators for the central moments of a conditional expectation and their convergence properties
Cheng, Hong-Fa
Zhang, Kun
[J]. OPERATIONS RESEARCH LETTERS, 2021, 49 (05) : 625 - 632
[45] SOME RESULTS ON THE FINITE-SAMPLE SIGNIFICANCE LEVELS OF INSTRUMENTAL VARIABLE TESTS FOR NON-NESTED MODELS
BURKE, SP
GODFREY, LG
[J]. ECONOMICS LETTERS, 1989, 31 (04) : 343 - 347
[46] Testing misspecified non-nested factor demand systems: Some Monte Carlo results
Manera M.
[J]. Empirical Economics, 2002, 27 (4) : 657 - 686
[47] Testing non-nested demand relations: linear expenditure system versus indirect addilog
de Boer, Paul
Paap, Richard
[J]. STATISTICA NEERLANDICA, 2009, 63 (03) : 368 - 384
[48] MODEL COMPARISON WHEN THE ENDOGENOUS VARIABLE IS UNCERTAIN - AN APPLICATION OF NON-NESTED TESTING PROCEDURES
GREEN, CJ
[J]. ECONOMICS LETTERS, 1989, 31 (04) : 349 - 354
[49] The pseudo-true score encompassing test for non-nested hypotheses (vol 106, pg 271, 2007)
Chen, Yi-Ting
Kuan, Chung-Ming
[J]. JOURNAL OF ECONOMETRICS, 2007, 141 (02) : 1412 - 1417
[50] A mortar element approach on overlapping non-nested grids: Application to eddy current non-destructive testing
Christophe, Alexandra
Le Bihan, Yann
Rapetti, Francesca
[J]. APPLIED MATHEMATICS AND COMPUTATION, 2015, 267 : 71 - 82

← 1 2 3 4 5 →