Title of article
On the asymptotic validity of a bootstrap method for testing nonnested hypotheses
Author/Authors
Leslie G. Godfrey، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
6
From page
408
To page
413
Abstract
Bootstrap methods have been used to approximate the p-value of the uncentred log likelihood ratio statistic when a model is tested against a nonnested alternative. The purpose of this paper is to question the asymptotic validity of this approach.
Keywords
Bootstrap tests , Nonnested hypotheses
Journal title
Economics Letters
Serial Year
2007
Journal title
Economics Letters
Record number
436170
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