Selección de modelos no anidados. Un estudio de Monte Carlo
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References listed on IDEAS
- M. H. Pesaran, 1974. "On the General Problem of Model Selection," Review of Economic Studies, Oxford University Press, vol. 41(2), pages 153-171.
- Russell Davidson & James G. Mackinnon, 1982.
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More about this item
KeywordsModel selection criteria; non-nested models; simulation; J test and JA test;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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