Article ID Journal Published Year Pages File Type
5062157 Economics Letters 2007 6 Pages PDF
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
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Authors
,