SPECIFICATION TESTING
Sunday 25th August 2002,
09:30 - 11:00
Room: 1.5
Session Chair(s):
Pascal Lavergne, INRA-ESR, FRANCE
Category: Econometrics
COMPARISON OF MODEL SPECIFICATION METHODS
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Presenter(s): |
Ralf Brüggemann, Humboldt University Berlin, GERMANY |
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Co-Author(s): |
Hans-Martin Krolzig, University of Oxford, UNITED KINGDOM and Helmut Lütkepohl, European University Institute, ITALY |
COMPARING PREDICTIVE ACCURACY OF MISPECIFIED CONDITIONAL DISTRIBUTION MODELS
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Presenter(s): |
Valentina Corradi, University of Exeter, UNITED KINGDOM |
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Co-Author(s): |
Norman Swanson , Purdue University, UNITED STATES |
RATE-OPTIMAL DATA-DRIVEN SPECIFICATION TESTING IN REGRESSION MODELS
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Presenter(s): |
Pascal Lavergne, INRA-ESR, FRANCE |
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Co-Author(s): |
Emmanuel Guerre, Laboratoire de Statistique Théorique et Appliquées, FRANCE |
Total Papers in This session: 3
Session Ref: 627
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