An unbiased model comparison test using cross-validation
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References listed on IDEAS
- Diebold, Francis X & Mariano, Roberto S, 2002.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 20(1), pages 134-144, January.
- Vuong, Quang H, 1989. "Likelihood Ratio Tests for Model Selection and Non-nested Hypotheses," Econometrica, Econometric Society, vol. 57(2), pages 307-333, March.
- Christopher H. Achen, 2005. "Let's Put Garbage-Can Regressions and Garbage-Can Probits Where They Belong," Conflict Management and Peace Science, Peace Science Society (International), vol. 22(4), pages 327-339, September.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, April.
- repec:cup:apsrev:v:96:y:2002:i:01:p:141-157_00 is not listed on IDEAS
- Mark Souva, 2005. "Foreign Policy Determinants: Comparing Realist and Domestic-Political Models of Foreign Policy," Conflict Management and Peace Science, Peace Science Society (International), vol. 22(2), pages 149-163, April.
More about this item
KeywordsModel selection; Cross-validation; Kullback–Leibler Divergence; Vuong test; Clarke test;
StatisticsAccess and download statistics
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