Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models

Psychometrika

Volumn 68, Issue 2, 2003, Pages 229-249

  Golden, Richard M ^a  

^a UNIVERSITY OF TEXAS AT DALLAS   (United States)

Author keywords

Asymptotic statistical theory; Hypothesis testing; m estimation; Model misspecification; Model selection; Time series

Indexed keywords

EID: 0042332234     PISSN: 00333123     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02294799     Document Type: Article

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