The in-and-out-of-sample (IOS) likelihood ratio test for model misspecification

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ios5.pdf (254.08 KB)
ios5.ps (453.33 KB)

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2002

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Institute of Statistics Mimeo Series
2536

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North Carolina State University. Dept. of Statistics

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http://www.stat.ncsu.edu/library/papers/ios5.ps
 http://www.lib.ncsu.edu/resolver/1840.4/211

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Institute of Statistics Mimeo Series