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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. -------------------------------------------------------- This is not an offer (or solicitation of an offer) to buy/se...{{dropped}}