Bayesian averaging, prediction and nonnested model selection (Q738162): Difference between revisions

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-.1016/j.jeconom.2011.09.021
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+Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Maximum Likelihood Specification Testing and Conditional Moment Tests
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Bayesian model averaging and exchange rate forecasts
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+.1016/J.JECONOM.2011.09.021
@@ Property / DOI: 10.1016/J.JECONOM.2011.09.021 / rank @@
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