Simulation based selection of competing structural econometric models

DOI10.1016/j.jeconom.2008.10.001zbMath1429.62684OpenAlexW2127843914MaRDI QIDQ301967

Tong Li

Publication date: 4 July 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.10.001

zbMATH Keywords

model selectionnon-nested structural modelssimulated mean squared error of predictions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (3)

Misspecified semiparametric model selection with weakly dependent observations ⋮ A corrected Clarke test for model selection and beyond ⋮ Model selection using union-intersection principle for non nested models

Cites Work

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