This paper proposes model selection criteria (MSC) for unconditional moment models using generalized empirical likelihood (GEL) statistics. The use of GEL-statistics in lieu of J-statistics (in the ...
We propose a Vuong-type model-selection test for models defined by conditional moment restrictions. The moment restrictions that define the models can be standard equality restrictions that ...
The field of econometrics and statistical methods encompasses a suite of techniques designed to quantify economic relationships, test theories using real-world data, and forecast future trends. This ...
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