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A visual goodness-of-fit test for econometric models

Gençay, Ramazan (contributor); Selçuk, Faruk (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 3 (1998) 3, pp. 157-167

Persistent link: https://www.econbiz.de/10001769714

Nonparametric specification testing for continuous-time models with applications to term structure of interest rates

Hong, Yongmiao; Li, Haitao - In: The review of financial studies 18 (2005) 1, pp. 37-84

Persistent link: https://www.econbiz.de/10002646532

Nonlinear equilibrium correction in the U.S. real money balances, 1869-1997

Sarno, Lucio; Taylor, Mark P.; Peel, David - In: Journal of money, credit and banking : JMCB 35 (2003) 5, pp. 787-799

Persistent link: https://www.econbiz.de/10001802227

Statistical tests and estimators of the rank of a matrix and their applications in econometric modelling

Camba-Méndez, Gonzalo; Kapetanios, George - In: Econometric reviews 28 (2009) 6, pp. 581-611

Persistent link: https://www.econbiz.de/10003881191

Testing the hypothesis of stability in spatial econometric models

Mur, Jésus; López, Fernando; Angulo, Ana M. - In: Papers in regional science : the journal of the … 88 (2009) 2, pp. 409-444

Persistent link: https://www.econbiz.de/10003925828

Choice is suffering : a focused information criterion for model selection

Behl, Peter; Dette, Holger; Frondel, Manuel; Tauchmann, … - 2011

In contrast to conventional measures, the Focused Information Criterion (FIC) allows the purpose-specific selection of models, thereby reflecting the idea that one kind of model might be appropriate for inferences on a parameter of interest, but not for another. Ever since its invention, the FIC...