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A Model Validation Procedure

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posted on 2022-11-09, 00:33 authored by Julia Polak, Maxwell L. King, Xibin Zhang

Statistical models can play a crucial role in decision making. Traditional model validation tests

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Classification-JEL

C12, C14, C52, C53

Creation date

2014-10-01

Working Paper Series Number

21/14

Length

19

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2014-21

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Keywords

Chow test model validation p-value multivariate kernel density estimation structural break

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