Testing conditional mean through regression model sequence using Yanai's generalized coefficient of determination
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Publication:830065
DOI10.1016/j.csda.2021.107168OpenAlexW3126039226MaRDI QIDQ830065
Publication date: 7 May 2021
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2021.107168
model selectiongeneralized degrees of freedomtest for conditional meanYanai's generalized coefficient of determination
Uses Software
Cites Work
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