Title of article
A simple test for regression specification with non-nested alternatives
Author/Authors
Hagemann، نويسنده , , Andreas، نويسنده ,
Pages
8
From page
247
To page
254
Abstract
In this paper, I introduce a simple test for the presence of the data-generating process among several non-nested alternatives. The test is an extension of the classical J test for non-nested regression models. I also provide a bootstrap version of the test that avoids possible size distortions inherited from the J test.
Keywords
Non-nested testing , Multiple testing , Finite-sample size , Bootstrap
Journal title
Astroparticle Physics
Record number
2041518
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