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A nondegenerate Vuong test

Citations

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Cited by:

  1. Beggs, Alan, 2021. "Games with second-order expected utility," Games and Economic Behavior, Elsevier, vol. 130(C), pages 569-590.
  2. Jinyong Hahn & Zhipeng Liao & Konrad Menzel & Quang Vuong, 2026. "Model Selection in Panel Data Models: A Generalization of the Vuong Test," Papers 2601.22354, arXiv.org.
  3. Alexander Jung, 2018. "Have money and credit data releases helped markets to predict the interest rate decisions of the European Central Bank?," Scottish Journal of Political Economy, Scottish Economic Society, vol. 65(1), pages 39-67, February.
  4. Berghueser, Sophie M. & Spann, Martin, 2025. "The value of distinctiveness: Product uniqueness in crypto marketing," International Journal of Research in Marketing, Elsevier, vol. 42(3), pages 573-593.
  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. 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.
  7. 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.
  8. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Reprint of: Out-of-sample tests for conditional quantile coverage: An application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 244(2).
  9. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023. "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, vol. 236(2).
  10. Nathan Canen & Kristopher Ramsay, 2024. "Quantifying theory in politics: Identification, interpretation, and the role of structural methods," Journal of Theoretical Politics, , vol. 36(4), pages 301-327, October.
  11. Makram El‐Shagi & Gregor von Schweinitz, 2022. "Why they keep missing: An empirical investigation of sovereign bond ratings and their timing," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(2), pages 186-224, May.
  12. Andrews, Isaiah & Kitagawa, Toru & McCloskey, Adam, 2021. "Inference after estimation of breaks," Journal of Econometrics, Elsevier, vol. 224(1), pages 39-59.
  13. Jung, Alexander, 2016. "Have monetary data releases helped markets to predict the interest rate decisions of the European Central Bank?," Working Paper Series 1926, European Central Bank.
  14. Marco Duarte & Lorenzo Magnolfi & Mikkel Sølvsten & Christopher Sullivan, 2024. "Testing firm conduct," Quantitative Economics, Econometric Society, vol. 15(3), pages 571-606, July.
    • Marco Duarte & Lorenzo Magnolfi & Mikkel S{o}lvsten & Christopher Sullivan, 2023. "Testing Firm Conduct," Papers 2301.06720, arXiv.org, revised Jan 2024.
  15. Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2024. "Predictive ability tests with possibly overlapping models," Journal of Econometrics, Elsevier, vol. 241(1).
  16. Gonzalo, Jesús & Pitarakis, Jean-Yves, 2024. "Out-of-sample predictability in predictive regressions with many predictor candidates," International Journal of Forecasting, Elsevier, vol. 40(3), pages 1166-1178.
  17. Pitarakis, Jean-Yves, 2025. "A Novel Approach To Predictive Accuracy Testing In Nested Environments," Econometric Theory, Cambridge University Press, vol. 41(1), pages 35-78, February.
  18. 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.
  19. Cui, Xiaomeng & Gafarov, Bulat & Ghanem, Dalia & Kuffner, Todd, 2024. "On model selection criteria for climate change impact studies," Journal of Econometrics, Elsevier, vol. 239(1).
  20. Siphiw’okuhle Nohamba & Joseph P. Musara & Yonas T. Bahta & Abiodun A. Ogundeji, 2022. "Drivers of Postharvest Loss among Citrus Farmers in Eastern Cape Province of South Africa: A Zero-Inflated Poisson (ZIP) Regression Model Analysis," Agriculture, MDPI, vol. 12(10), pages 1-19, October.
  21. McCloskey, Adam, 2017. "Bonferroni-based size-correction for nonstandard testing problems," Journal of Econometrics, Elsevier, vol. 200(1), pages 17-35.
  22. Youngjin Hong & In Kyung Kim & Kyoo il Kim, 2025. "An Instrumental Variables Approach to Testing Firm Conduct under a Bertrand-Nash Framework," Papers 2501.05022, arXiv.org, revised Jul 2025.
  23. Shi, Xiaoxia, 2015. "Model selection tests for moment inequality models," Journal of Econometrics, Elsevier, vol. 187(1), pages 1-17.
  24. 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.
  25. Liu, Tuo & Lee, Lung-fei, 2019. "A likelihood ratio test for spatial model selection," Journal of Econometrics, Elsevier, vol. 213(2), pages 434-458.
  26. 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.
  27. Aryan Manafi Neyazi, 2025. "Generalized Covariance Estimator under Misspecification and Constraints," Papers 2509.13492, arXiv.org.
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