Model selection tests for nonlinear dynamic models
Rivers, Douglas and Vuong, Quang
Model selection tests for nonlinear dynamic models J5039 2002 - 2002 - 01-39 V. 05 Issue. 1
Econometrics
Model selection tests;Nonlinear dynamic models;Nonnested hypotheses;Goodness of fit ;Mean square prediction error;
Model selection tests for nonlinear dynamic models J5039 2002 - 2002 - 01-39 V. 05 Issue. 1
Econometrics
Model selection tests;Nonlinear dynamic models;Nonnested hypotheses;Goodness of fit ;Mean square prediction error;