A corrected Clarke test for model selection and beyond
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Recommendations
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- scientific article; zbMATH DE number 946691
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Cites work
- M-quantiles
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- A nondegenerate Vuong test
- A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
- A note on bootstrapping the sample median
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- An Experimental Study of Belief Learning Using Elicited Beliefs
- Asymmetric Least Squares Estimation and Testing
- Asymptotic Statistics
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Bayesian averaging, prediction and nonnested model selection
- Bootstrap Methods for Median Regression Models
- Characterization of the asymptotic distribution of semiparametric M-estimators
- Dynamic decision making: what do people do?
- Dynamic financial constraints: distinguishing mechanism design from exogenously incomplete regimes
- Econometric analysis of cross section and panel data.
- Estimating the dimension of a model
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Evaluating the Impact of French Employment Policies on Individual Labour Market Histories
- Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach
- scientific article; zbMATH DE number 1827068 (Why is no real title available?)
- Information Criteria for Discriminating Among Alternative Regression Models
- Introduction to empirical processes and semiparametric inference
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Maximum Likelihood Estimation of Misspecified Models
- Maximum likelihood estimation of mixed C-vines with application to exchange rates
- Model Selection and Multimodel Inference
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- Model-selection tests for conditional moment restriction models
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- Nonparametric Selection of Regressors: The Nonnested Case
- On Information and Sufficiency
- Pair copula constructions for multivariate discrete data
- Preferred by ``all and preferred by ``most decision makers: almost stochastic dominance
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Quantile regression.
- Simulation and the Asymptotics of Optimization Estimators
- Simulation based selection of competing structural econometric models
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- The use of GARCH models in VaR estimation
- Weak convergence and empirical processes. With applications to statistics
- Weak convergence of the sample distribution function when parameters are estimated
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