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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- 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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- A new extension of the FGM copula for negative association
- Estimating case-based learning
- On a mixture model for directional data on the sphere
- Estimation of the Burr type III distribution with application in unified hybrid censored sample of fracture toughness
- Hurdle Blockmodels for Sparse Network Modeling
- Copula diagnostics for asymmetries and conditional dependence
- Heterogeneous round-trip trading and the emergence of volatility clustering in speculation game
- Development of an agent-based speculation game for higher reproducibility of financial stylized facts
- A new discrete distribution: properties and applications in medical care
- Degree course change and student performance: a mixed-effect model approach
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- Some theoretical comparisons of negative binomial and zero-inflated Poisson distributions
- Comparison of stochastic frontier models using the Hyvärinen factor
- A note about model selection and hypothesis test procedure to discriminate Poisson and Bell models
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- Regular vines with strongly chordal pattern of (conditional) independence
- Comparing software fault predictions of pure and zero-inflated Poisson regression models
- Improving forecasts with the co-range dynamic conditional correlation model
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- A model for ordinal responses with heterogeneous status quo outcomes
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- 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
- Finite mixture of regression models for censored data based on scale mixtures of normal distributions
- Dynamic misspecification in nonparametric cointegrating regression
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- Multivariate measurement error models based on scale mixtures of the skew-normal distribution
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- The binomial-discrete Poisson-Lindley model: modeling and applications to count regression
- `Stochastically more risk averse': a contextual theory of stochastic discrete choice under risk
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- Model equivalence tests in a parametric framework
- Semiparametric estimation of a zero-inflated Poisson regression model with missing covariates
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- Risk classification for claim counts: a comparative analysis of various zero-inflated mixed Poisson and hurdle models
- Bivariate non-normality in the sample selection model
- Testing competing models for non-negative data with many zeros
- Feedback spillover and analogy-based expectations: A multi-game experiment
- Information criteria for selecting possibly misspecified parametric models
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