Information criterions for non-nested models

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miharbi
Posts: 7
Joined: Mon Jun 06, 2016 5:39 pm

Information criterions for non-nested models

Postby miharbi » Thu Mar 01, 2018 6:07 am

good greeting for everyone :)
Gugarati said - in his book - that the information criterions (lake AIC) are valid for non-nested models
Is that correct ?
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miharbi
Posts: 7
Joined: Mon Jun 06, 2016 5:39 pm

Re: Information criterions for non-nested models

Postby miharbi » Thu Mar 01, 2018 6:10 am

Gujarati (2004), Basic Econometrics, p537.


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