Pages that link to "Item:Q288350"

The following pages link to Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models (Q288350):

Displaying 15 items.

• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Model selection tests for moment inequality models (Q494361) (← links)
• Assessing misspecified asset pricing models with empirical likelihood estimators (Q528066) (← links)
• Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
• Testing for non-nested conditional moment restrictions using unconditional empirical likelihood (Q738163) (← links)
• Regularization parameter selection for penalized empirical likelihood estimator (Q1741726) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• A likelihood ratio test for spatial model selection (Q2280579) (← links)
• An alternative quasi likelihood approach, Bayesian analysis and data-based inference for model specification (Q2512604) (← links)
• Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
• Model selection using union-intersection principle for non nested models (Q2979945) (← links)
• TESTING FOR NONNESTED CONDITIONAL MOMENT RESTRICTIONS VIA CONDITIONAL EMPIRICAL LIKELIHOOD (Q3081462) (← links)
• Misspecified semiparametric model selection with weakly dependent observations (Q5095825) (← links)
• A corrected Clarke test for model selection and beyond (Q6163272) (← links)
• Empirical likelihood ratio tests for non-nested model selection based on predictive losses (Q6201860) (← links)