Non-nested models and the likelihood ratio statistic a comparison of simulation and bootstrap based tests
G Kapetanios, M Weeks - U of London Queen Mary Economics …, 2003 - papers.ssrn.com
We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non-nested models. To date simulation has been used to estimate the Kullback-…
Cited by
Link to paper
We consider an alternative use of simulation in the context of using the Likelihood-Ratio statistic to test non-nested models. To date simulation has been used to estimate the Kullback-…