A note about model selection and tests for non-nested contingent valuation models
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Publication:5958531
DOI10.1016/S0165-1765(01)00566-3zbMath0996.91032WikidataQ127245493 ScholiaQ127245493MaRDI QIDQ5958531
Elisabetta Strazzera, Margarita Genius
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
Related Items (5)
Learning from inferred foregone payoffs ⋮ A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models ⋮ Inference after separated hypotheses testing: an empirical investigation for linear models ⋮ Optimal predictive densities and fractional moments ⋮ Empiricial Comparison between Some Model Selection Criteria
Cites Work
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- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Econometric specification of stochastic discount factor models
- A simulation approach to the problem of computing Cox's statistic for testing nonnested models
- Information criteria for selecting possibly misspecified parametric models
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