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      Comparing Predictive Accuracy

      Author(s): ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Business & Economic Statistics
      Publisher: Informa UK Limited

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          Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

          Quang Vuong (1989)
          Article 0 comments Cited 856 times – based on 0 reviews     Review now
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            A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle

            James Hamilton (1989)
            Article 0 comments Cited 626 times – based on 0 reviews     Review now
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              Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

              Donald Andrews (1991)
              Article 0 comments Cited 349 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Business & Economic Statistics
                Abbreviated Title: Journal of Business & Economic Statistics
                Publisher: Informa UK Limited
                ISSN (Print): 0735-0015
                ISSN (Electronic): 1537-2707
                Publication date Created: July 1995
                Publication date (Print): July 1995
                Volume: 13
                Issue: 3
                Pages: 253-263
                Article
                DOI: 10.1080/07350015.1995.10524599
                SO-VID: 8eac99ab-1209-45b6-9fb9-26884ea06865
                Copyright © © 1995
                History

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