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Browsing Departament d'Economia i Empresa by Subject "kullback-leibler information criterion"

Browsing Departament d'Economia i Empresa by Subject "kullback-leibler information criterion"

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  • Giacomini, Raffaella; Rossi, Barbara, 1971- (2014-08-01)
    The goal of this paper is to develop formal tests to evaluate the relative in-sample per- formance of two competing, misspecified, non-nested models in the presence of possible data instability. Compared to previous ...

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