Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models

R. Golden ()

Psychometrika, 2003, vol. 68, issue 2, 229-249

Keywords: asymptotic statistical theory; model selection; hypothesis-testing; model misspecification; time-series; m-estimation (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (12)

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DOI: 10.1007/BF02294799

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