{"id":4252,"date":"2014-06-19T09:00:00","date_gmt":"2014-06-19T07:00:00","guid":{"rendered":"http:\/\/sidor.webs5.uvigo.es\/sem-20140619a\/"},"modified":"2014-06-19T09:00:00","modified_gmt":"2014-06-19T07:00:00","slug":"sem-20140619a","status":"publish","type":"post","link":"https:\/\/sidor.uvigo.es\/en\/sem-20140619a\/","title":{"rendered":"2014\/06\/19_Mar\u00eda Dolores Jim\u00e9nez Gamero (University of Seville, Spain)"},"content":{"rendered":"<div class=\"col-xs-12 xsa col-sm-12 col-md-12 col-lg-12\">\n<div class=\"panel panel-default\">\n<div class=\"panel-body\">\n<h4>June 19<sup>th<\/sup> 2014<\/h4>\n<p><b>Faculty of Economic and Business Sciences | Room 105<\/b><\/p>\n<\/p><\/div>\n<\/p><\/div>\n<h3>Fourier methods for model selection<\/h3>\n<hr class=\"hr\" \/>\n<p>2014\/06\/19 &#8211; 12:45 h | Mar\u00eda Dolores Jim\u00e9nez Gamero, University of Seville<\/p>\n<p> <\/p>\n<p><b>Abstract<\/b><\/p>\n<p>A test approach to the model selection problem based on characteristic functions (CFs) is proposed. The scheme is close to that developed by Vuong (1989), which is based on comparing estimates of the Kullback-Leibler distance between each candidate model and the true population. Other discrepancy measures could be used. This is specially appealing in cases where the likelihood of a model cannot be calculated or even, if it has a closed expression, it is either not easily tractable or not regular enough. In this work, the closeness is measured by means of a distance based on the CFs. As a prerequisite, some asymptotic properties of the minimum integrated squared error estimators are studied. From these properties, consistent tests for model selection based on CFs are given for separate, overlapping and nested models. A CF analogue to Cox (1961,1962) approach for the problem of testing for separate models is also studied. Several examples illustrate the application of the proposed methods.<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"<p>June 19th 2014 Faculty of Economic and Business Sciences | Room 105 Fourier methods for model selection 2014\/06\/19 &#8211; 12:45 h | Mar\u00eda Dolores Jim\u00e9nez &hellip; <a class=\"excerpt_more\" href=\"https:\/\/sidor.uvigo.es\/en\/sem-20140619a\/\">Continued<\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[101],"tags":[],"class_list":["post-4252","post","type-post","status-publish","format-standard","hentry","category-seminars"],"jetpack_featured_media_url":"","_links":{"self":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4252\/"}],"collection":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/"}],"about":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/types\/post\/"}],"author":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/users\/2\/"}],"replies":[{"embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/comments\/?post=4252"}],"version-history":[{"count":0,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/posts\/4252\/revisions\/"}],"wp:attachment":[{"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/media\/?parent=4252"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/categories\/?post=4252"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/sidor.uvigo.es\/en\/wp-json\/wp\/v2\/tags\/?post=4252"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}