Testing nested and non-nested periodically integrated autoregressive models
نویسندگان
چکیده
منابع مشابه
Non-parametric Specification Testing of Non-nested Econometric Models.*
We consider the non-nested testing prqblem of non-parametric regressions. We show that, when the regression functions are unknown under both the null and the alternative hypotheses, an extension of the J-test procedure of Davidson and Mackinnon (1981) will lead to a test statistic with well defined asymptotic properties. The derivation of the test statistic involves double kernel estimation. Mo...
متن کاملAnimal Models and Integrated Nested Laplace Approximations
Animal models are generalized linear mixed models used in evolutionary biology and animal breeding to identify the genetic part of traits. Integrated Nested Laplace Approximation (INLA) is a methodology for making fast, nonsampling-based Bayesian inference for hierarchical Gaussian Markov models. In this article, we demonstrate that the INLA methodology can be used for many versions of Bayesian...
متن کاملTesting Multiple Non-nested Factor Demand Systems
Empirical factor demand analysis typically involves making a choice from among several competing non-nested functional forms. Each of the commonly used factor demand systems, such as Translog, Generalized Leontief, Quadratic, and Generalized McFadden, can provide a valid and useful empirical description of the underlying production structure of the firm. As there is no theoretical guidance on s...
متن کاملProbit and nested logit models based on fuzzy measure
Inspired by the interactive discrete choice logit models [Aggarwal, 2019], this paper presents the advanced families of discrete choice models, such as nested logit, mixed logit, and probit models to consider the interaction among the attributes. Besides the DM's attitudinal character is also taken into consideration in the computation of choice probabilities. The proposed choice models make us...
متن کاملTesting for nested oscillation
Nested oscillation occurs when the amplitude of a faster rhythm is coupled to the phase of a slower rhythm. It has been proposed to underlie the discrete nature of perception and the capacity of working memory and is a phenomenon observable in human brain imaging data. This paper compares three published methods for detecting nested oscillation and a fourth method proposed in this paper. These ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Communications in Statistics - Theory and Methods
سال: 1997
ISSN: 0361-0926,1532-415X
DOI: 10.1080/03610929708831993