Multiple model testing for non-nested heteroskedastic censored regression models
- 1 January 1983
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 21 (1) , 71-81
- https://doi.org/10.1016/0304-4076(83)90120-3
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Several Tests for Model Specification in the Presence of Alternative HypothesesEconometrica, 1981
- Testing Non-Nested Nonlinear Regression ModelsEconometrica, 1978
- On the General Problem of Model SelectionThe Review of Economic Studies, 1974
- Estimation in a Heteroscedastic Regression ModelJournal of the American Statistical Association, 1968
- Further Results on Tests of Separate Families of HypothesesJournal of the Royal Statistical Society Series B: Statistical Methodology, 1962