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2007 Sep 13
5
statistics - hypothesis testing question
...nking that, if
I just want one overall number, then maybe I should be considering all
the data simultaneously ?
In a nutshell, I am looking for any suggestions on the best way to test
whether Model B is better than Model A where
Model A : X_t = Beta*X_t-1 + epsilon
Model B : X_t = Betastar*Xstar_t-1 + epsilonstar
Thanks fo your help.
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