An Application of Multiple Comparison Techniques to Model Selection
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Volume (Year): 50 (1998)
Issue (Month): 1 (March)
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References listed on IDEAS
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- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-33, March.
- Hidetoshi Shimodaira, 1997. "Assessing the Error Probability of the Model Selection Test," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 395-410, September.
- McALEER, M. & DASTOOR, N.K., 1988.
"Some Power Comparisons Of Joint And Paired Tests For Non-Nested Models Under Local Hypotheses,"
168, Australian National University - Department of Economics.
- Dastoor, Naorayex K. & McAleer, Michael, 1989. "Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses," Econometric Theory, Cambridge University Press, vol. 5(01), pages 83-94, April.
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