Testing for Model Selection in Predicting Aggregate Variables
Year of publication: |
2007
|
---|---|
Authors: | Sbrana, Giacomo |
Published in: |
Giornale degli Economisti. - GDE (Giornale degli Economisti e Annali di Economia), Bocconi University. - Vol. 66.2007, 1, p. 3-28
|
Publisher: |
GDE (Giornale degli Economisti e Annali di Economia), Bocconi University |
Subject: | aggregation | model evaluation and selection | hypothesis testing | Monte Carlo simulation |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | C43 - Index Numbers and Aggregation ; C52 - Model Evaluation and Testing ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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