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.
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- Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June. Full references (including those not matched with items on IDEAS)