Research graph
References from The pseudo-true score encompassing test for non-nested hypotheses. Local targets link to admitted publications; unresolved targets remain external evidence.
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Unresolved reference
External reference
Further results on tests of separate families of hypotheses
1962 · External reference
Several tests for model specification in the presence of alternative hypotheses
10.2307/1911522 · 1981 · External reference
Measuring and testing the impact of news on volatility
10.1111/j.1540-6261.1993.tb05127.x · 1993 · External reference
Alternative procedures and associated tests of significance for non-nested hypotheses
10.1016/0304-4076(81)90078-6 · 1981 · External reference
Testing nested or non-nested hypotheses
10.1016/0304-4076(83)90121-5 · 1983 · External reference
Unresolved reference
1993 · External reference
On the formulation of empirical models in dynamic econometrics
10.1016/0304-4076(82)90101-4 · 1982 · External reference
The significance of testing empirical non-nested models
10.1016/0304-4076(94)01631-9 · 1995 · External reference
The encompassing approach in econometrics
1984 · External reference
The encompassing principle and its application to testing non-nested hypotheses
10.2307/1911313 · 1986 · External reference
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
A simulation approach to the problem of computing Cox's statistic for testing non-nested models
10.1016/0304-4076(93)90072-d · 1993 · External reference
The stationary bootstrap
10.1080/01621459.1994.10476870 · 1994 · External reference
Unresolved reference
1971 · External reference
Non-nested tests for competing models estimated by generalized method of moments
10.2307/2951576 · 1992 · External reference
Characterizing nonlinearities in business cycles using smooth transition autoregressive models
10.1002/jae.3950070509 · 1992 · External reference
Unresolved reference
1984 · External reference
Unresolved reference
1994 · External reference
A unified approach to robust, regression-based specification tests
10.1017/s0266466600004898 · 1990 · External reference
An encompassing approach to conditional mean tests with applications to testing non-nested hypotheses
10.1016/0304-4076(90)90003-c · 1990 · External reference
