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关于模型检验后模型判别的一个注记

A Note on Model Discrimination after Model Testing

Canadian Journal of Economics · 1990
被引 1
ABS 3

中文导读

本文指出Chin和Kennedy(1987)提出的方法实际上是在两个非嵌套假设被拒绝后进行模型判别,并不能推断真实模型的方向。

Abstract

Chin and Kennedy (1987) have recently suggested a procedure that they claim can be used to infer the direction of the true model relative to two rejected nonnested hypotheses. This note argues that their procedure can be viewed as model discrimination after model testing has rejected two nonnested hypotheses and, therefore, does not enable something useful to be inferred about the true model.

经济学计量经济学模型选择假设检验