Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065)
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scientific article; zbMATH DE number 7345441
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| English | Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination |
scientific article; zbMATH DE number 7345441 |
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Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (English)
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7 May 2021
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generalized degrees of freedom
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test for conditional mean
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model selection
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Yanai's generalized coefficient of determination
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0.7506904006004333
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0.7360873222351074
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0.73479163646698
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0.7338652610778809
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