IDEAS home Printed from https://ideas.repec.org/r/ifs/cemmap/10-14.html
   My bibliography  Save this item

A simple parametric model selection test

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Yves Breitmoser, 2021. "Controlling for presentation effects in choice," Quantitative Economics, Econometric Society, vol. 12(1), pages 251-281, January.
  2. Zhipeng Liao & Xiaoxia Shi, 2020. "A nondegenerate Vuong test and post selection confidence intervals for semi/nonparametric models," Quantitative Economics, Econometric Society, vol. 11(3), pages 983-1017, July.
  3. de Castro, Luciano & Galvao, Antonio F. & Noussair, Charles N. & Qiao, Liang, 2022. "Do people maximize quantiles?," Games and Economic Behavior, Elsevier, vol. 132(C), pages 22-40.
  4. Senay Sokullu & Christine Valente, 2022. "Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(2), pages 286-304, March.
  5. Isaiah Andrews & Toru Kitagawa & Adam McCloskey, 2024. "Inference on Winners," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 139(1), pages 305-358.
  6. Hoshino, Tadao & Yanagi, Takahide, 2023. "Treatment effect models with strategic interaction in treatment decisions," Journal of Econometrics, Elsevier, vol. 236(2).
  7. Beggs, Alan, 2021. "Games with second-order expected utility," Games and Economic Behavior, Elsevier, vol. 130(C), pages 569-590.
  8. Santiago Pereda-Fernández, 2021. "Copula-Based Random Effects Models for Clustered Data," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 575-588, March.
  9. Yu‐Chin Hsu & Xiaoxia Shi, 2017. "Model‐selection tests for conditional moment restriction models," Econometrics Journal, Royal Economic Society, vol. 20(1), pages 52-85, February.
  10. Patrick Gagliardini & Diego Ronchetti, 2020. "Comparing Asset Pricing Models by the Conditional Hansen-Jagannathan Distance," Journal of Financial Econometrics, Oxford University Press, vol. 18(2), pages 333-394.
  11. Breitmoser, Yves, 2017. "Discrete Choice with Presentation Effects," Rationality and Competition Discussion Paper Series 35, CRC TRR 190 Rationality and Competition.
  12. Koriyama, Yukio & Ozkes, Ali I., 2021. "Inclusive cognitive hierarchy," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 458-480.
  13. Breitmoser, Yves & Schweighofer-Kodritsch, Sebastian, 2019. "Obviousness around the clock," Discussion Papers, Research Unit: Market Behavior SP II 2019-203, WZB Berlin Social Science Center.
  14. Camilo García-Jimeno & Angel Iglesias & Pinar Yildirim, 2022. "Information Networks and Collective Action: Evidence from the Women's Temperance Crusade," American Economic Review, American Economic Association, vol. 112(1), pages 41-80, January.
  15. Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021. "Inference after estimation of breaks," Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
  16. Breitmoser, Yves & Vorjohann, Pauline, 2022. "Fairness-based Altruism," Center for Mathematical Economics Working Papers 666, Center for Mathematical Economics, Bielefeld University.
  17. Brück, Florian & Fermanian, Jean-David & Min, Aleksey, 2023. "A corrected Clarke test for model selection and beyond," Journal of Econometrics, Elsevier, vol. 235(1), pages 105-132.
  18. Breitmoser, Yves, 2016. "Stochastic choice, systematic mistakes and preference estimation," MPRA Paper 72779, University Library of Munich, Germany.
  19. Breitmoser, Yves & Vorjohann, Pauline, 2018. "Welfare-Based Altruism," Rationality and Competition Discussion Paper Series 89, CRC TRR 190 Rationality and Competition.
  20. Piao Chen & Zhi‐Sheng Ye & Xun Xiao, 2019. "Pairwise model discrimination with applications in lifetime distributions and degradation processes," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(8), pages 675-686, December.
  21. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2020. "Out of sample predictability in predictive regressions with many predictor candidates," UC3M Working papers. Economics 31554, Universidad Carlos III de Madrid. Departamento de Economía.
  22. Xiaoxia Shi, 2015. "A nondegenerate Vuong test," Quantitative Economics, Econometric Society, vol. 6(1), pages 85-121, March.
  23. Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021. "Common Ownership and Competition in the Ready-to-Eat Cereal Industry," NBER Working Papers 28350, National Bureau of Economic Research, Inc.
  24. Yves Breitmoser & Sebastian Schweighofer-Kodritsch, 2022. "Obviousness around the clock," Experimental Economics, Springer;Economic Science Association, vol. 25(2), pages 483-513, April.
  25. Francesco Bravo, 2022. "Misspecified semiparametric model selection with weakly dependent observations," Journal of Time Series Analysis, Wiley Blackwell, vol. 43(4), pages 558-586, July.
  26. Jean-Yves Pitarakis, 2020. "A Novel Approach to Predictive Accuracy Testing in Nested Environments," Papers 2008.08387, arXiv.org, revised Oct 2023.
  27. Gospodinov, Nikolay & Maasoumi, Esfandiar, 2021. "Generalized aggregation of misspecified models: With an application to asset pricing," Journal of Econometrics, Elsevier, vol. 222(1), pages 451-467.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.