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Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination - MaRDI portal

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Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (Q830065)

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scientific article; zbMATH DE number 7345441
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English
Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
scientific article; zbMATH DE number 7345441

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    Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination (English)
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    7 May 2021
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    generalized degrees of freedom
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    test for conditional mean
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    model selection
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    Yanai's generalized coefficient of determination
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