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

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

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

Publisher: Elsevier

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: http://dx.doi.org/10.1016/0304-4076(94)01632-A

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

Publication date: 1995-05-01

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• In this Subject: Economics
• By this author: Granger C.W.J. ;  King M.L. ;  White H.

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