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

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  • Chen, Xiaohong
  • Hong, Han
  • Shum, Matthew

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  • Chen, Xiaohong & Hong, Han & Shum, Matthew, 2007. "Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models," Journal of Econometrics, Elsevier, vol. 141(1), pages 109-140, November.
  • Handle: RePEc:eee:econom:v:141:y:2007:i:1:p:109-140
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