The following pages link to Model Selection (Q3646986):
Displaying 7 items.
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Two-stage non Gaussian QML estimation of GARCH models and testing the efficiency of the Gaussian QMLE (Q738084) (← links)
- A simple test for regression specification with non-nested alternatives (Q738119) (← links)
- The conditional autoregressive Wishart model for multivariate stock market volatility (Q738147) (← links)
- Consistent model selection procedure for general integer-valued time series (Q5085219) (← links)
- OPTIMAL MULTISTEP VAR FORECAST AVERAGING (Q5859564) (← links)
- Order selection with confidence for finite mixture models (Q6101011) (← links)
