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Annals of Statistics, ISSN 0090-5364, 02/2018, Volume 46, Issue 1, pp. 1 - 29
Journal Article
Statistica Sinica, ISSN 1017-0405, 1/2018, Volume 28, Issue 4, pp. 2857 - 2883
... or so. As yet there is no formal statistical test in the literature for one against the other. The two models are fundamentally different in their autoregressive functions, the TAR model being generally discontinuous while the STAR model is smooth... 
TAR model | Non-nested test | STAR model | Separate family of hypotheses | TIME-SERIES MODELS | ASYMPTOTIC THEORY | STATISTICS & PROBABILITY | SPECIFICATION | LINEARITY | separate family of hypotheses | TRANSITION AUTOREGRESSIVE MODELS | THRESHOLD AUTOREGRESSION | ALTERNATIVE HYPOTHESES | PARAMETER
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2012, Volume 166, Issue 2, pp. 247 - 254
In this paper, I introduce a simple test for the presence of the data-generating process among several non-nested alternatives... 
Non-nested testing | Finite-sample size | Bootstrap | Multiple testing | NON-NESTED HYPOTHESES | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MODEL-SPECIFICATION | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS
Journal Article
Journal of the Royal Statistical Society. Series B (Statistical Methodology), ISSN 1369-7412, 3/2013, Volume 75, Issue 2, pp. 207 - 211
Journal Article
Journal of econometrics, ISSN 0304-4076, 2015, Volume 187, Issue 1, pp. 385 - 401
Journal Article
Economics Letters, ISSN 0165-1765, 02/2015, Volume 127, pp. 51 - 53
The Vuong test for non-nested models is being widely used as a test of zero-inflation... 
Non-nested models | Vuong test | Zero-inflation | ECONOMICS | LIKELIHOOD RATIO TESTS | Inflation (Finance) | Analysis
Journal Article
Regional Science and Urban Economics, ISSN 0166-0462, 07/2013, Volume 43, Issue 4, pp. 590 - 616
In this paper, we consider the Cox-type tests of non-nested hypotheses for spatial autoregressive (SAR... 
QMLE | Specification | Spatial autoregressive model | Non-nested | Cox test | J test | GMM | INFERENCE | URBAN STUDIES | NONNESTED REGRESSION-MODELS | ASYMPTOTIC-DISTRIBUTION | ECONOMICS | ENVIRONMENTAL STUDIES | PARAMETER
Journal Article
AStA Advances in Statistical Analysis, ISSN 1863-8171, 3/2011, Volume 95, Issue 1, pp. 93 - 111
Journal Article
Journal of economic surveys, ISSN 0950-0804, 2011, Volume 25, Issue 1, pp. 19 - 68
...‐sample properties of most of the estimators and tests discussed through an extensive Monte Carlo study. An application concerning corporate capital structure choices is also provided. 
Non‐nested hypotheses | Zero outcomes | Conditional mean tests | Fractional regression models | Two‐part models | Non-nested hypotheses | Two-part models | INFORMATION MATRIX TEST | BINARY REGRESSION | SPECIFICATION | PROBIT | RESPONSE VARIABLES | PROPORTIONS | MAXIMUM-LIKELIHOOD ESTIMATION | CAPITAL STRUCTURE | PANEL-DATA | ECONOMICS | LOGIT | Studies | Probability | Economic theory | Monte Carlo simulation
Journal Article
Letters in Spatial and Resource Sciences, ISSN 1864-4031, 4/2008, Volume 1, Issue 1, pp. 3 - 11
Journal Article
Methods in ecology and evolution, ISSN 2041-210X, 2011, Volume 2, Issue 2, pp. 155 - 162
.... The use of an appropriate statistical model for inference is therefore essential. A common selection criteria for choosing between nested models is the likelihood ratio test (LRT... 
likelihood ratio test | model selection | non‐nested models | information theoretic metrics | Non-nested models | Information theoretic metrics | Model selection | Likelihood ratio test | TEST CRITERIA | STATISTICAL-INFERENCE | REGRESSION-MODELS | ECOLOGY | non-nested models | PURPOSES | POPULATION-SIZE | Hypotheses | Models | Labor unions | Time series
Journal Article
Journal Article
The Review of Economic Studies, ISSN 0034-6527, 4/2007, Volume 74, Issue 2, pp. 625 - 652
In this paper, different models of vertical relationships between manufacturers and retailers in the supermarket industry are compared. Demand estimates are... 
Retail stores | Economic models | Cost estimation models | Market prices | House brands | Marginal costs | Yogurt | Input prices | Wholesale prices | Coefficients | CONSISTENT | EMPIRICAL-ANALYSIS | DEMAND | INDUSTRY | MARKET POWER | COMPETITION | EQUILIBRIUM | PRODUCT DIFFERENTIATION | ECONOMICS | DISCRETE-CHOICE MODELS | RESTRAINTS
Journal Article
Journal of Econometrics, ISSN 0304-4076, 2006, Volume 133, Issue 2, pp. 513 - 529
Journal Article
Climate dynamics, ISSN 0930-7575, 2012, Volume 39, Issue 12, pp. 2867 - 2882
.... Encompassing tests show that none of the three classes of variables account for the contributions of the other two, though 20 of 22 GCMs individually contribute either no significant explanatory... 
Earth Sciences | Encompassing tests | Meteorology/Climatology | Non-nested tests | GCM testing | Bayesian model averaging | Geophysics/Geodesy | Oceanography | Climate data contamination, spatial autocorrelation | Spatial trend patterns | TESTS | TEMPERATURE TRENDS | METEOROLOGY & ATMOSPHERIC SCIENCES | DEPENDENCE | Climate | Methods
Journal Article
Journal of Econometric Methods, ISSN 2194-6345, 01/2015, Volume 4, Issue 1, pp. 29 - 46
... statistical tests to choose between the competing specifications are not often used in practice... 
C52 | test | C12 | international trade | non-nested hypotheses | health economics | Studies | Econometrics | Regression analysis
Journal Article
Journal of Applied Econometrics, ISSN 0883-7252, 9/2001, Volume 16, Issue 5, pp. 577 - 597
In this paper it is shown that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models... 
Economic models | Statistical variance | Simulations | Covariance | Data models | Regression analysis | Parametric models | Modeling | Applied econometrics | Estimators | EXCESS ZEROS | MONTE-CARLO | NON-NESTED HYPOTHESES | POISSON REGRESSION-MODEL | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | COUNT DATA MODELS | SPECIFICATION TESTS | Studies | Mathematical models | Test methods | Simulation | Econometrics
Journal Article
Communications in Statistics - Theory and Methods, ISSN 0361-0926, 11/2014, Volume 43, Issue 21, pp. 4492 - 4502
In this article, we consider a linear signed rank test for non-nested distributions in the context of the model selection... 
Rank test | Vuong test | Distribution-free test | NON-NESTED HYPOTHESES | STATISTICS & PROBABILITY | REGRESSION-MODELS | Economic models | Estimating techniques | Rank tests | Simulation | Statistical tests | Asymptotic properties | Statistics
Journal Article