Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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- On the dynamic dependence and asymmetric co-movement between the US and central and eastern European transition markets
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- SCOMDY models based on pair-copula constructions with application to exchange rates
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- Estimation of agent-based models using sequential Monte Carlo methods
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- A window of cognition: eyetracking the reasoning process in spatial beauty contest games
- Copula approaches for modeling cross-sectional dependence of data breach losses
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- Measuring productivity growth under factor non-substitution: an application to US steam-electric power generation utilities
- Choosing among alternative cost function specifications: an application to italian multi-utilities
- A test for the distributional comparison of simulated and historical data
- Functional forms for the negative binomial model for count data
- Panel AR(1) estimators under misspecification
- Poisson regression and zero-inflated Poisson regression: application to private health insurance data
- Dynamics of Bayesian updating with dependent data and misspecified models
- Statistical tests for comparing possibly misspecified and nonnested models
- On a weighted exponential distribution with a logarithmic weight: theory and applications
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support
- Limited participation in international business cycle models: a formal evaluation
- Elections under biased candidate endorsements -- an experimental study
- Inference in a bimodal Birnbaum-Saunders model
- Correlated random effects models with unbalanced panels
- Common sampling orders of regular vines with application to model selection
- Stronger utility
- Total loss estimation using copula-based regression models
- On the beliefs off the path: equilibrium refinement due to quantal response and level-\(k\)
- Extending greedy feature selection algorithms to multiple solutions
- Comparison of stochastic frontier models using the Hyvärinen factor
- Inference after estimation of breaks
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- Competing risks regression with dependent multiple spells: Monte Carlo evidence and an application to maternity leave
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria
- A problem in forensic science highlighting the differences between the Bayes factor and likelihood ratio
- Do people maximize quantiles?
- Firm-destination heterogeneity and the distribution of export intensity
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- A model selection criterion for count models based on a divergence between probability generating functions
- Computation and application of generalized linear mixed model derivatives using \textit{lme4}
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- A comparison of zero-inflated and hurdle models for modeling zero-inflated count data
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- Regular vines with strongly chordal pattern of (conditional) independence
- Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics
- Beauty and popularity in friendship networks -- evidence from migrant schools in China
- A novel claim size distribution based on a Birnbaum-Saunders and gamma mixture capturing extreme values in insurance: estimation, regression, and applications
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts
- The distribution of strike size: empirical evidence from Europe and north America in the 19th and 20th centuries
- Cyber risk frequency, severity and insurance viability
- Likelihood-based tests for a class of misspecified finite mixture models for ordinal categorical data
- A nested copula duration model for competing risks with multiple spells
- Discrete factor analysis using a dependent Poisson model
- Modeling frequency and severity of claims with the zero-inflated generalized cluster-weighted models
- Proximal statistic: asymptotic normality
- Estimating case-based learning
- Minimum \(K_\phi\)-divergence estimators for multinomial models and applications
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- Expected utility theory and prospect theory: One wedding and a decent funeral
- Characterizations of proportional hazard and reversed hazard rate models based on symmetric and asymmetric Kullback-Leibler divergences
- A likelihood ratio test for spatial model selection
- A new stochastic frontier model with cross-sectional effects in both noise and inefficiency terms
- A note on the weighting-type estimations of the zero-inflated Poisson regression model with missing data in covariates
- Testing for a functional form of mean regression in a fully parametric environment
- Test for model selection using Cramér-von Mises distance in a fixed design regression setting
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