Encompassing Tests When No Model Is Encompassing
收藏NBER2000-06-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0256
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资源简介：
This paper considers regression-based tests for encompassing, when none of the models under consideration encompasses all the other models. For both in- and out-of-sample applications, I derive asymptotic distributions and propose feasible procedures to construct confidence intervals and test
提供机构：
美国国家经济研究局
创建时间：
2000-06-01
