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Econometric Reviews Volume 18, 1999 - Issue 2
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Original Articles

Monte carlo sampling approach to testing nonnested hypothesis: monte carlo results

N. Coulibaly 08 BP 2333 Abidjan 08, Cote d'Ivoire, W. Africa
&
B. Wade Brorsen Department of Agricultural Economics, Oklahoma State University, Stillwater, OK, 74078-6026, USA
Pages 195-209 | Published online: 21 Mar 2007

Citations (10)

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Read on this site (1)

L. G. Godfrey & J. M. C. Santos Silva. (2005) Bootstrap Tests of Nonnested Hypotheses: Some Further Results. Econometric Reviews 23:4, pages 325-340.
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Articles from other publishers (9)

Basilio de Bragança Pereira & Carlos Alberto de Bragança PereiraBasilio de Bragança Pereira & Carlos Alberto de Bragança Pereira. 2016. Model Choice in Nonnested Families. Model Choice in Nonnested Families 73 86 .
Michael Springborn, Gerardo Chowell, Matthew MacLachlan & Eli P Fenichel. (2015) Accounting for behavioral responses during a flu epidemic using home television viewing. BMC Infectious Diseases 15:1.
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Hendrik Kaufmann, Florian Heinen & Philipp Sibbertsen. (2014) THE DYNAMICS OF REAL EXCHANGE RATES: A RECONSIDERATION. Journal of Applied Econometrics 29:5, pages 758-773.
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Seong C. Park, B. Wade Brorsen, Arthur L. Stoecker & Jeffory A. Hattey. (2015) Forage Response to Swine Effluent: A Cox Nonnested Test of Alternative Functional Forms Using a Fast Double Bootstrap. Journal of Agricultural and Applied Economics 44:4, pages 593-606.
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Simeon Kaitibie, William E. Nganje, B. Wade Brorsen & Francis M. Epplin. (2007) A Cox Parametric Bootstrap Test of the von Liebig Hypotheses. Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie 55:1, pages 15-25.
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Nathan Berg. (2004) No-decision classification: an alternative to testing for statistical significance. The Journal of Socio-Economics 33:5, pages 631-650.
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Ardian Harri & B. Wade Brorsen. (1998) The Overlapping Data Problem. SSRN Electronic Journal.
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George Kapetanios & Melvyn Weeks. (2003) Non-Nested Models and the Likelihood Ratio Statistic: A Comparison of Simulation and Bootstrap Based Tests. SSRN Electronic Journal.
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Daniela Osterrieder & Peter C. Schotman. (2011) Predicting Returns with a Co-Fractional VAR Model. SSRN Electronic Journal.
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