MODEL COMPARISONS IN UNSTABLE ENVIRONMENTS
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Publication:2812302
DOI10.1111/iere.12161zbMath1404.91188OpenAlexW1587864457MaRDI QIDQ2812302
Raffaella Giacomini, Barbara Rossi
Publication date: 16 June 2016
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10230/22663
Applications of statistics to economics (62P20) Dynamic stochastic general equilibrium theory (91B51)
Related Items (1)
Cites Work
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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- The Cusum Test with Ols Residuals
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