Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
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Publication:288350
DOI10.1016/j.jeconom.2007.01.010zbMath1418.62426OpenAlexW2108040741MaRDI QIDQ288350
Matthew Shum, Han Hong, Xiaohong Chen
Publication date: 25 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.01.010
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)
Related Items (18)
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