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Some selection criteria for nested binary choice models: a comparative study

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  • Teresa Aparicio
  • Inmaculada Villanúa

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  • Teresa Aparicio & Inmaculada Villanúa, 2007. "Some selection criteria for nested binary choice models: a comparative study," Computational Statistics, Springer, vol. 22(4), pages 635-660, December.
    • Handle: RePEc:spr:compst:v:22:y:2007:i:4:p:635-660
    DOI: 10.1007/s00180-007-0080-x
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    References listed on IDEAS

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    1. Lien, Donald & Vuong, Quang H., 1987. "Selecting the best linear regression model : A classical approach," Journal of Econometrics, Elsevier, vol. 35(1), pages 3-23, May.
    2. Kohn, Robert, 1983. "Consistent Estimation of Minimal Subset Dimension," Econometrica, Econometric Society, vol. 51(2), pages 367-376, March.
    3. Davidson, Russel & MacKinnon, James G., 1983. "Small sample properties of alternative forms of the Lagrange Multiplier test," Economics Letters, Elsevier, vol. 12(3-4), pages 269-275.
    4. Gourieroux, Christian & Monfort, Alain & Renault, Eric & Trognon, Alain, 1987. "Simulated residuals," Journal of Econometrics, Elsevier, vol. 34(1-2), pages 201-252.
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    Cited by:

    1. M. T. Aparicio & I. Villan�a, 2012. "Selection criteria for overlapping binary Models," Documentos de Trabajo dt2012-01, Facultad de Ciencias Económicas y Empresariales, Universidad de Zaragoza.

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