This paper generalizes Vuong (1989) asymptotically normal tests for model selection in several important directions. First, it allows for incompletely parametrized models such as econometric models ...
This paper proposes model selection criteria (MSC) for unconditional moment models using generalized empirical likelihood (GEL) statistics. The use of GEL-statistics in lieu of J-statistics (in the ...
The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...
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