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Selecting Estimated Models Using Chi-Square Statistics

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  • Quang Vuong
  • Weiren Wang

Abstract

This paper proposes some tests for choosing between two estimated models using some Pearson type statistics. We allow for arbitrary Vn-asymptotically normal estimators to be used in forming these statistics. This provides some flexibility in practice. Then Large Sample theory and bootstrap methods are used to construct our tests.

Suggested Citation

  • Quang Vuong & Weiren Wang, 1993. "Selecting Estimated Models Using Chi-Square Statistics," Annals of Economics and Statistics, GENES, issue 30, pages 143-164.
    • Handle: RePEc:adr:anecst:y:1993:i:30:p:143-164
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    File URL: http://www.jstor.org/stable/20075910
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    Cited by:

    1. Donald Nichols & David Mushinski, 2003. "Identifying Export Industries Using Parametric Density Functions," International Regional Science Review, , vol. 26(1), pages 68-85, January.

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