Non-nested Hypothesis Testing: An Overview
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More about this item
KeywordsNon-nested hypotheses; Model selection; Cox’s test; Encompassing; Stochastic simulation; Kullback-Leibler divergence measure;
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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