Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5062157 | Economics Letters | 2007 | 6 Pages |
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
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Leslie G. Godfrey,