Search Results - subject:"Non-Nested Model Comparison"

Which is the best : a comparison of asset pricing factor models in Chinese mutual fund industry

Sha, Yezhou; Gao, Ran - In: Economic modelling 83 (2019), pp. 8-16

Persistent link: https://www.econbiz.de/10012204236

Production Arrangements and Strategic Brand Level Competition in a Vertically Linked Market

Ahmad, Waseem; Anders, Sven M.; Marcoul, Philippe - Agricultural and Applied Economics Association - AAEA - 2013

production arrangements. The analysis builds on the Non-Nested Model Comparison (NNMC) approach and employs weekly store …

Persistent link: https://www.econbiz.de/10010880984

The Curse of Dimensionality in Solving, Estimating and Comparing Non-Linear Rational Expectation Models

Winschel, Viktor - Society for Computational Economics - SCE - 2005

This paper presents an attempt to solve and estimate a structural dynamic non-linear rational expectation model. The main contribution of this paper is to explore the Smolyak operator for numerical approximation and integration in a generic model class which do not suffer exponentially but only...

Persistent link: https://www.econbiz.de/10005132689