Sequential Specification Tests to Choose a Model: A Change-Point Approach

Researchers faced with a sequence of candidate model specifications must often choose the best specification that does not violate a testable identification assumption. One option in this scenario is sequential specification tests: hypothesis tests of the identification assumption over the sequence....

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Veröffentlicht in:	arXiv.org 2022-11
1. Verfasser:	Sales, Adam C
Format:	Artikel
Sprache:	eng
Schlagworte:	Computer simulation Economic models Specifications Statistics - Applications Statistics - Methodology
Online-Zugang:	Volltext
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