Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models
| Year of publication: |
2003
|
|---|---|
| Authors: | Golden, R. |
| Published in: |
Psychometrika. - Springer. - Vol. 68.2003, 2, p. 229-249
|
| Publisher: |
Springer |
| Subject: | asymptotic statistical theory | model selection | hypothesis-testing | model misspecification | time-series | m-estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166311