Encompassing : Formulation, Properties and Testing /
This monograph is a contribution to the theory of encompassing. It formalizes the idea that a model should be able to explain the result to obtained by other, rival models. From the properties of the encompassing relation established here, it follows that encompassing can be used as a simplifying de...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1997.
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| Series: | Lecture notes in economics and mathematical systems ;
446. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Pseudu-true values: Introduction Pseudo-true values
- Extension to conditional distributions
- Pseudo-true values of locations and scale parameters
- Examples
- Conclusion
- Encompassing: Introduction
- The data generating process and empirical models
- Definition of encompassing
- Properties of the encompassing relation
- Encompassing and parsimony as a model reduction device
- Examples
- Conclusion
- Testing the encompassing hypothesis: Introduction
- Encompassing and other statistical hypotheses
- The encompassing hypothesis in terms of almost sure limits
- Limit distributions of the basic statistics
- Limit distributions of quadratic forms
- Encompassing tests
- Nested models and implicit form formulation
- Conclusion
- Encompassing tests for the linear model: Introduction
- The framework
- Pseudo-true values and other limits
- Limit distributions
- Pseudo-ML estimators and basic statistics
- Encompassing tests
- Conclusion.