Nested Models

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August 31, 2024 4 min read Definitions
Nested Models: An Overview in Econometrics
Econometrics Statistics Mathematics Nested Models Econometrics Statistical Models Parameter Restrictions Model Comparison
Nested models in econometrics are models where one can be derived from another by imposing restrictions on the parameters. This article explains nested models, providing historical context, key concepts, mathematical formulation, and more.
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