Selecting the best linear regression model : A classical approach
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- Gospodinov, Nikolay & Kan, Raymond & Robotti, Cesare, 2013.
"Chi-squared tests for evaluation and comparison of asset pricing models,"
Journal of Econometrics,
Elsevier, vol. 173(1), pages 108-125.
- Nikolay Gospodinov & Raymond Kan & Cesare Robotti, 2011. "Chi-squared tests for evaluation and comparison of asset pricing models," FRB Atlanta Working Paper 2011-08, Federal Reserve Bank of Atlanta.
- Choi, Hwan-sik & Kiefer, Nicholas M., 2006. "Robust Model Selection in Dynamic Models with an Application to Comparing Predictive Accuracy," Working Papers 06-09, Cornell University, Center for Analytic Economics.
- Gjerde, Øystein & Knivsflå, Kjell Henry & Sættem, Frode, 2008. "The Value-Relevance of Adopting IFRS: Evidence from 145 NGAAP Restatements," Discussion Papers 2008/21, Norwegian School of Economics, Department of Business and Management Science.
- repec:eee:jiaata:v:17:y:2008:i:2:p:92-112 is not listed on IDEAS
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