Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models
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Volume (Year): 68 (2003)
Issue (Month): 2 (June)
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- 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.
- Chen, Kay-Yut & Plott, Charles R., 1998.
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- Vuong, Quang H. & Wang, Weiren, 1993. "Minimum chi-square estimation and tests for model selection," Journal of Econometrics, Elsevier, vol. 56(1-2), pages 141-168, March.
- Barth, Mary E. & Beaver, William H. & Landsman, Wayne R., 1998. "Relative valuation roles of equity book value and net income as a function of financial health," Journal of Accounting and Economics, Elsevier, vol. 25(1), pages 1-34, February.
- Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January. Full references (including those not matched with items on IDEAS)