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Why should none of R2, R2, information criteria, and F tests be used to compare models with y t on the left hand side to
Why should none of R2, R2, information criteria, and F tests be used to compare models with yt on the left hand side to models with ln yt instead?
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An Introduction to Measure Theoretic Probability
Authors: George G. Roussas
2nd edition
128000422, 978-0128000427
