application of non-nested tests as a mechanism whereby the relative importance of the two broad theoretical categories can be …

We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non-nested … study represents the first comparison of the properties of bootstrap and simulation-based tests applied to non-nested tests … the relative evaluation of simulation and bootstrap-based nonnested procedures in testing across a class of nonlinear …

regression model for both the non-nested and nested cases. Furthermore, the correlated logistic regression model was …

regression model for both the non-nested and nested cases. Furthermore, the correlated logistic regression model was …

regression model for both the non-nested and nested cases. Furthermore, the correlated logistic regression model was …

This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the …

include non-nested procedures of the models against each other, and classical procedures based upon testing both the AR and MA …