Nonnested linear model selection revisited

Keyphrases

• Artificial Nesting 50%
• Asymptotic Distribution Theory 50%
• Biometrics 50%
• Common Framework 50%
• Davidson 50%
• Econometrics 100%
• Finite Sample 50%
• Illustrative Examples 50%
• Model Selection 100%
• Model Selection Test 50%
• Model Specification 50%
• Small Sample Performance 50%
• Test Statistic 50%
• Testing Procedures 50%
• Two-sided Test 50%
• Type I Error 50%
• UC Davis 50%

Mathematics

• Alternative Hypothesis 33%
• Asymptotic Distribution Theory 33%
• Illustrative Example 33%
• Linear Models 100%
• Model Selection 100%
• Model Specification 33%
• Sided Test 33%
• Smaller Sample 33%
• Statistical Hypothesis 33%
• Statistics 33%
• Test Statistic 33%
• Testing Procedure 33%

Economics, Econometrics and Finance

• Econometrics 100%