Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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Publication:110331
DOI10.2307/1912557zbMATH Open0701.62106OpenAlexW1830719945WikidataQ80620077 ScholiaQ80620077MaRDI QIDQ110331FDOQ110331
Authors: Quang H. Vuong, Quang Vuong 
Publication date: March 1989
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://authors.library.caltech.edu/81424/
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model selectionasymptotic propertiesnormal distributionasymptotic distribution of the likelihood ratio statisticdirectional symmetric testsKullback-Leibler information criterionlikelihood ratio testsmisspecified modelsnon-nested hypothesesweighted sum of chi-square distributions
Parametric hypothesis testing (62F03) Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
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