Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models

Journal of Econometrics

Volumn 141, Issue 1, 2007, Pages 109-140

  Chen, Xiaohong ^a   Hong, Han ^b   Shum, Matthew ^c  

^a NEW YORK UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

^c JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Empirical likelihood; KLIC; Model selection tests

Indexed keywords

KULLBACK-LEIBLER INFORMATION CRITERION (KLIC); NONPARAMETRIC LIKELIHOOD RATIO MODEL;

MATHEMATICAL MODELS; METHOD OF MOMENTS; MONTE CARLO METHODS; POPULATION DYNAMICS; SOCIETIES AND INSTITUTIONS;

MAXIMUM LIKELIHOOD;

EID: 34548697074     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.01.010     Document Type: Article

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