scientific article; zbMATH DE number 4011695

MaRDI QIDQ3761497zbMATH OpenFDO

Authors Timo Teräsvirta, Ilkka Mellin

Publication date 1986

zbMATH Keywords

approximate significance levels of model selection criteriadimension consistent procedureF-testlinear modelmodel selection testsmultiple comparisonnested alternativesrestricted least squaressimulation studyspecification of time series

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Paired and multiple comparisons; multiple testing (62J15) Linear inference, regression (62J99)

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