Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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Publication:110331
DOI10.2307/1912557zbMATH Open0701.62106OpenAlexW1830719945WikidataQ80620077 ScholiaQ80620077MaRDI QIDQ110331FDOQ110331
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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- Likelihood ratio tests for goodness-of-fit of a nonlinear regression model
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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- Modeling road traffic crashes with zero-inflation and site-specific random effects
- Separated hypotheses testing for autoregressive models with non-negative residuals
- Fitting statistical distributions to sea duck count data: implications for survey design and abundance estimation
- Econometrics of first-price auctions with entry and binding reservation prices
- Evaluation of dynamic stochastic general equilibrium models based on distributional comparison of simulated and historical data
- Estimating the joint survival probabilities of married individuals
- GENERALIZED EMPIRICAL LIKELIHOOD–BASED MODEL SELECTION CRITERIA FOR MOMENT CONDITION MODELS
- Finite mixture of regression models for censored data based on scale mixtures of normal distributions
- Dynamic misspecification in nonparametric cointegrating regression
- Pair-copula constructions for non-Gaussian DAG models
- Bonferroni-based size-correction for nonstandard testing problems
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
- A new model of income distribution: the \(\kappa \)-generalized distribution
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Model equivalence tests in a parametric framework
- Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates
- A zero-inflated ordered probit model, with an application to modelling tobacco consumption
- Assessing model mimicry using the parametric bootstrap.
- AUTOMATED INFERENCE AND THE FUTURE OF ECONOMETRICS: A COMMENT
- Evaluating Direct Multistep Forecasts
- Volatility comovement: a multifrequency approach
- Deriving an estimate of the optimal reserve price: An application to British Columbian timber sales
- Stochastic expected utility theory
- Relative prices and electronic substitution: changes in household-level demand for postal delivery services from 1986 to 2004
- The analysis of zero-inflated count data: beyond zero-inflated Poisson regression.
- Counterexamples to parsimony and BIC
- Truncated regular vines in high dimensions with application to financial data
- Geometry of the log-likelihood ratio statistic in misspecified models
- Comparing dynamic equilibrium models to data: a Bayesian approach
- Model selection via testing: an alternative to (penalized) maximum likelihood estimators.
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- AIC, overfitting principles, and the boundedness of moments of inverse matrices for vector autotregressions and related models.
- Bivariate non-normality in the sample selection model
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- Information criteria for selecting possibly misspecified parametric models
- Dynamics of Bayesian updating with dependent data and misspecified models
- Dynamic discrete choice structural models: a survey
- Default probability estimation via pair copula constructions
- A generalized cognitive hierarchy model of games
- Goodness-of-fit tests for the inverse Gaussian and related distributions
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- How can we Define the Concept of Long Memory? An Econometric Survey
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- Statistical tests for comparing possibly misspecified and nonnested models
- Pair Copula Constructions for Multivariate Discrete Data
- Separating curvature and elevation: a parametric probability weighting function
- MULTIPLE COMPARISONS OF LOG-LIKELIHOODS AND COMBINING NONNESTED MODELS WITH APPLICATIONS TO PHYLOGENETIC TREE SELECTION
- nonnest2
- Clustering dependent observations with copula functions
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
- Maximum likelihood estimation of mixed C-vines with application to exchange rates
- Improving robust model selection tests for dynamic models
- Non nested model selection for spatial count regression models with application to health insurance
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- The beta log-normal distribution
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- Predictive density and conditional confidence interval accuracy tests
- oottest
- A TEST FOR COMPARING MULTIPLE MISSPECIFIED CONDITIONAL INTERVAL MODELS
- Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection
- Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
- The Binomial-Discrete Poisson-Lindley Model: Modeling and Applications to Count Regression
- SCOMDY models based on pair-copula constructions with application to exchange rates
- Bi-factor and second-order copula models for item response data
- On the Bell distribution and its associated regression model for count data
- Multivariate measurement error models based on scale mixtures of the skew–normal distribution
- Zero-inflated Bell regression models for count data
- Stronger utility
- Efficient Bayesian inference for stochastic time-varying copula models
- Point estimation with exponentially tilted empirical likelihood
- High-dimensional copula-based distributions with mixed frequency data
- Predictive model assessment for count data
- Which decision theory?
- Empiricial Comparison between Some Model Selection Criteria
- Nonlinear behavior in sealed bid first price auctions
- Total loss estimation using copula-based regression models
- On a weighted exponential distribution with a logarithmic weight: theory and applications
- Identification of dynamic games with unobserved heterogeneity and multiple equilibria
- Varying uncertainty in CUB models
- Selecting the best linear regression model. A classical approach
- Influence diagnostics in Birnbaum–Saunders nonlinear regression models
- Strategic reasoning in \(p\)-beauty contests
- Model selection and validation methods for non-linear systems
- Discrepancy risk model selection test theory for comparing possibly misspecified or nonnested models
- Statistical ensembles for economic networks
- Modeling dependent yearly claim totals including zero claims in private health insurance
- Panel AR(1) estimators under misspecification
- Birnbaum-Saunders nonlinear regression models
- Combining inflation density forecasts
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS
- Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates
- Asymmetry in stochastic volatility models with threshold and time-dependent correlation
- Mixture models of choice under risk
- Modeling multivariate cybersecurity risks
- Inference after separated hypotheses testing: an empirical investigation for linear models
- A local maximum likelihood estimator for Poisson regression
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