The misuse of the Vuong test for non-nested models to test for zero-inflation
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Publication:498832
DOI10.1016/j.econlet.2014.12.029zbMath1321.62149MaRDI QIDQ498832
Publication date: 29 September 2015
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2436/621118
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
Uses Software