Abstract
This book is about model selection, that is about procedures to follow when choosing between competing models, having already been given some data. In principle, all these models can be considered as valid candidates to account for the available information, but we are not sure about which of them is the true data generating process.
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© 1989 Springer Science+Business Media Dordrecht
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Grasa, A.A. (1989). Statistical Decision Theory. In: Econometric Model Selection: A New Approach. Advanced Studies in Theoretical and Applied Econometrics, vol 16. Springer, Dordrecht. https://doi.org/10.1007/978-94-017-1358-0_3
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DOI: https://doi.org/10.1007/978-94-017-1358-0_3
Publisher Name: Springer, Dordrecht
Print ISBN: 978-90-481-4051-0
Online ISBN: 978-94-017-1358-0
eBook Packages: Springer Book Archive