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Progressive modelling: non-nested hypothesis testing and encompassing

Progressive modelling: non-nested hypothesis testing and encompassing
Progressive modelling: non-nested hypothesis testing and encompassing
This volume explains the encompassing principle: the history of its development and how it relates to a progressive research strategy of evaluating the relative merits of different models, providing alternative explanations for the same phenomena. It shows how it can be tested and presents both theoretical and applied applications. It covers recent results including comparison of non-linear, non-parametric models and simulation-based techniques.
9780199257324
Oxford University Press
Marcellino, Massimiliano
7eabfbac-19e9-47e0-9db5-e29cb4b134ba
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583
Marcellino, Massimiliano
7eabfbac-19e9-47e0-9db5-e29cb4b134ba
Mizon, Grayham E.
2b8353b4-0af4-48db-b552-6867dc1f4583

Marcellino, Massimiliano and Mizon, Grayham E. (eds.) (2009) Progressive modelling: non-nested hypothesis testing and encompassing (Advanced Texts in Econometrics), Oxford, UK. Oxford University Press, 450pp.

Record type: Book

Abstract

This volume explains the encompassing principle: the history of its development and how it relates to a progressive research strategy of evaluating the relative merits of different models, providing alternative explanations for the same phenomena. It shows how it can be tested and presents both theoretical and applied applications. It covers recent results including comparison of non-linear, non-parametric models and simulation-based techniques.

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Published date: 13 January 2009

Identifiers

Local EPrints ID: 35370
URI: https://eprints.soton.ac.uk/id/eprint/35370
ISBN: 9780199257324
PURE UUID: 20d8a137-c306-4c55-85ed-0aa65cb3cf16

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Date deposited: 11 May 2009
Last modified: 17 Jul 2017 15:48

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