An R2criterion based on optimal predictors
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- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013.
"Market timing, maturity mismatch, and risk management: Evidence from the banking industry,"
56/2013, Deutsche Bundesbank.
- Ruprecht, Benedikt & Entrop, Oliver & Kick, Thomas & Wilkens, Marco, 2013. "Market Timing, Maturity Mismatch, and Risk Management: Evidence from the Banking Industry," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79733, Verein für Socialpolitik / German Economic Association.
- Larry W. Taylor, 2009. "PENALIZED-R-super-2 CRITERIA FOR MODEL SELECTION," Manchester School, University of Manchester, vol. 77(6), pages 699-717, December.
More about this item
Keywordsgoodness-of-fit; optimal predictor; nonlinear; multivariate; instrumental variables; deration; JET Classification Numbers: C50; C52; C41;
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C41 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Duration Analysis; Optimal Timing Strategies
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