首页 | 本学科首页   官方微博 | 高级检索  
     


On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Affiliation:1. Universidad Pública de Navarra, Spain;2. University of York, UK;1. Johns Hopkins University, United States;2. Renmin University of China, China;3. University of Arizona, United States;1. CEREC, Saint-Louis University–Brussels, Belgium;2. CORE, University of Louvain, Louvain-la-Neuve, Belgium;3. Department of Economic Analysis and ERI-CES, University of Valencia, Valencia, Spain;1. College of Business and Economics, West Virginia University, Morgantown, WV 26506, USA;2. Scheller College of Business, Georgia Institute of Technology, Atlanta, GA 30308, USA;3. National Bureau of Economic Research, Cambridge, MA 02138, USA;4. Department of Economics, Bar-Ilan University, Ramat-Gan 52900, Israel;5. Department of Economics, Emory University, Atlanta, GA 30322, USA;6. Rimini Center for Economic Analysis, Rimini, Italy
Abstract:Bootstrap methods have been used to approximate the p-value of the uncentred log likelihood ratio statistic when a model is tested against a nonnested alternative. The purpose of this paper is to question the asymptotic validity of this approach.
Keywords:
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号