Using the Penalized Likelihood Method for Model Selection with Nuisance Parameters Present only under the Alternative: An Application to Switching Regression Models
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- PREMINGER, Arie & WETTSTEIN, David, 2005. "Using the penalized likelihood method for model selection with nuisance parameters present only under the alternative: an application to switching regression models," CORE Discussion Papers RP 1811, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Anna Conte & John Hey, 2013.
"Assessing multiple prior models of behaviour under ambiguity,"
Journal of Risk and Uncertainty,
Springer, vol. 46(2), pages 113-132, April.
- Ana Conte & John D. Hey, 2011. "Assessing Multiple Prior Models of Behaviour under Ambiguity," Jena Economic Research Papers 2011-068, Friedrich-Schiller-University Jena.
- Anna Conte & John D. Hey, 2012. "Assessing Multiple Prior Models of Behaviour under Ambiguity," Discussion Papers 12/01, Department of Economics, University of York.
- Preminger, Arie & Franck, Raphael, 2007.
"Forecasting exchange rates: A robust regression approach,"
International Journal of Forecasting,
Elsevier, vol. 23(1), pages 71-84.
- PREMINGER, Arie & FRANCK, Raphael, 2005. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers 2005025, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- PREMINGER, Arie & FRANCK, Raphael, 2007. "Forecasting exchange rates: a robust regression approach," CORE Discussion Papers RP 1917, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jiménez-Gamero, M.D. & Pino-Mejías, R. & Alba-Fernández, V. & Moreno-Rebollo, J.L., 2011. "Minimum [phi]-divergence estimation in misspecified multinomial models," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3365-3378, December.
- PREMINGER, Arie & HAFNER, Christian, 2006. "Deciding between GARCH and stochastic volatility via strong decision rules," CORE Discussion Papers 2006042, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Arie Preminger & Christian M. Hafner, 2006. "Deciding Between Garch And Stochastic Volatility Via Strong Decision Rules," Working Papers 0603, Ben-Gurion University of the Negev, Department of Economics.
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