TESTS OF THE SPECIFICATION AND PREDICTIVE ACCURACY OF NONNESTED MODELS OF INFLATION

被引：5

|

作者：

STOCKTON, DJ

STRUCKMEYER, CS

机构：

来源：

REVIEW OF ECONOMICS AND STATISTICS | 1989年 / 71卷 / 02期

关键词：

D O I：

10.2307/1926973

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：275 / 283

页数：9

相关论文

共 50 条

[31] COMPARING NONNESTED, MISSPECIFIED MODELS
FINDLEY, D
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1992, 37 (02) : 274 - 283
[32] SOME POWER COMPARISONS OF JOINT AND PAIRED TESTS FOR NONNESTED MODELS UNDER LOCAL HYPOTHESES
DASTOOR, NK
MCALEER, M
ECONOMETRIC THEORY, 1989, 5 (01) : 83 - 94
[33] Specification tests for the error distribution in GARCH models
Klar, B.
Lindner, F.
Meintanis, S. G.
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2012, 56 (11) : 3587 - 3598
[34] Specification tests for spatial panel data models
Anil K. Bera
Osman Doğan
Süleyman Taşpınar
Monalisa Sen
Journal of Spatial Econometrics, 2020, 1 (1):
[35] SPECIFICATION TESTS FOR NESTED LOGIT-MODELS
HOROWITZ, JL
ENVIRONMENT AND PLANNING A, 1987, 19 (03) : 395 - 402
[36] CONVENIENT SPECIFICATION TESTS FOR LOGIT AND PROBIT MODELS
DAVIDSON, R
MACKINNON, JG
JOURNAL OF ECONOMETRICS, 1984, 25 (03) : 241 - 262
[37] ALTERNATIVE SPECIFICATION TESTS FOR TOBIT AND RELATED MODELS
KOOREMAN, P
ECONOMICS LETTERS, 1986, 21 (01) : 31 - 33
[38] Nonparametric specification tests for conditional duration models
Fernandes, M
Grammig, J
JOURNAL OF ECONOMETRICS, 2005, 127 (01) : 35 - 68
[39] Specification tests of international asset pricing models
Zhang, XY
JOURNAL OF INTERNATIONAL MONEY AND FINANCE, 2006, 25 (02) : 275 - 307
[40] On the performance of nonparametric specification tests in regression models
Miles, D
Mora, J
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2003, 42 (03) : 477 - 490

← 1 2 3 4 5 →