Pages that link to "Item:Q1893410"
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The following pages link to Comments on testing economic theories and the use of model selection criteria (Q1893410):
Displaying 15 items.
- Comparison of forecasting methods with an application to predicting excess equity premium (Q543435) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- BIC-based unit-root detection: simulation-based evidence (Q864807) (← links)
- Joint detection of unit roots and cointegration: data-based simulation (Q883241) (← links)
- Some selection criteria for nested binary choice models: a comparative study (Q964651) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- The importance of common cyclical features in VAR analysis: A Monte-Carlo study. (Q1858956) (← links)
- Selecting the order of an ARCH model (Q1927498) (← links)
- Minimum \(\phi\)-divergence estimation in misspecified multinomial models (Q1942912) (← links)
- (Q2969402) (← links)
- (Q2971496) (← links)
- (Q2971502) (← links)
- (Q2971503) (← links)
- ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS (Q3440787) (← links)
- Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models (Q5467624) (← links)
