Model-selection tests for conditional moment restriction models
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Recommendations
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- A likelihood ratio test for spatial model selection
- Choosing instrumental variables in conditional moment restriction models
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- Testing for nonnested conditional moment restrictions via conditional empirical likelihood
- Generalized empirical likelihood-based model selection criteria for moment condition models
- A general class of non-nested test statistics for models defined through moment restrictions
- Model selection tests for moment inequality models
- A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models
- Misspecified semiparametric model selection with weakly dependent observations
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
- A note about model selection and tests for non-nested contingent valuation models
- Treatment effect models with strategic interaction in treatment decisions
- A corrected Clarke test for model selection and beyond
- Predictive ability tests with possibly overlapping models
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