A corrected Clarke test for model selection and beyond

DOI10.1016/j.jeconom.2021.12.013OpenAlexW4220873486MaRDI QIDQ6163272

Florian Brück, Aleksey Min, Jean-David Fermanian

Publication date: 9 June 2023

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.12.013

zbMATH Keywords

bootstrapmodel selectionasymptotic lawKullback-Leibler information criterionClarke test

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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