Corpus ID: 56258943

Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models

@inproceedings{Jeong2006BootstrapTB,
  title={Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models},
  author={Jinook Jeong},
  year={2006}
}
  • Jinook Jeong
  • Published 2006
  • Mathematics
  • This paper utilizes the bootstrap to construct tests using the measures for goodness-of-fit for nonnested regression models. The bootstrap enables us to compute the statistical significance of the differences in the measures and to formally test on nonnested regression models. The bootstrap tests that this paper proposes are expected to show better finite sample properties since they do not have accumulated errors in the computation process. Moreover, the bootstrap tests remove the possibility… CONTINUE READING
    4 Citations

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