Discrepancy Risk Model Selection Test theory for comparing possibly misspecified or nonnested models
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 68 (2003)
Issue (Month): 2 (June)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=112911|
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- White, Halbert, 1982. "Maximum Likelihood Estimation of Misspecified Models," Econometrica, Econometric Society, vol. 50(1), pages 1-25, January.
- Chen, Kay-Yut & Plott, Charles R., 1998.
"Nonlinear Behavior in Sealed Bid First Price Auctions,"
Games and Economic Behavior,
Elsevier, vol. 25(1), pages 34-78, October.
- Chen, Kay-Yut & Plott, Charles R., . "Nonlinear Behavior in Sealed Bid First Price Auctions," Working Papers 774, California Institute of Technology, Division of the Humanities and Social Sciences.
- Douglas Rivers & Quang Vuong, 2002. "Model selection tests for nonlinear dynamic models," Econometrics Journal, Royal Economic Society, vol. 5(1), pages 1-39, June.
- Hidetoshi Shimodaira, 1997. "Assessing the Error Probability of the Model Selection Test," Annals of the Institute of Statistical Mathematics, Springer, vol. 49(3), pages 395-410, September.
- 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.
When requesting a correction, please mention this item's handle: RePEc:spr:psycho:v:68:y:2003:i:2:p:229-249. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.