Comments on testing economic theories and the use of model selection criteria

Authors: Granger C.W.J.¹; King M.L.; White H.

Source: Journal of Econometrics, Volume 67, Number 1, May 1995 , pp. 173-187(15)

Publisher: Elsevier

Key:

- Free Content

- New Content

- Subscribed Content

- Free Trial Content

Keywords: Model choice; Selection criteria; Hypothesis testing; Non-nested tests; [JEL classification codes] B41; [JEL classification codes] C12; [JEL classification codes] C51

Language: English

Document Type: Research article

DOI: 10.1016/0304-4076(94)01632-A

Affiliations: 1: University of California, San Diego, La Jolla, CA 92093, USA

This article is hosted on another website.

You may be required to register, activate a subscription or purchase the article before you can obtain the full text.

Key:

- Free Content

- New Content

- Subscribed Content

- Free Trial Content

Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages.

Tools

Need to register?
Sign up here

Text size: A | A | A | A