Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models

By Xiaohong Chen, Han Hong, M. Shum. 2007

68 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Marketing, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0d64b22b40956be0a88f619306da680e04545468

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Management Science and Operations Research

1. Ali Hortaçsu
2. Babur De los Santos
3. Matthijs R. Wildenbeest
4. Ro’ee Levy
5. Elisabeth Honka
6. Mar Reguant

In Marketing

1. Matthijs R. Wildenbeest
2. Ali Hortaçsu
3. Babur De los Santos
4. Ro’ee Levy
5. Elisabeth Honka
6. Robert Clark
7. Jason Allen
8. Jean-François Houde

In Statistics and Probability

1. Ali Hortaçsu
2. Babur De los Santos
3. Matthijs R. Wildenbeest

Citations in the corpus

• Testing Models of Consumer Search Using Data on Web Browsing and Purchasing Behavior (2012, methodology): “We can use the probabilities αjk defined in equations (3) or (4) and the grouping of consumers μk given in equations (6a) and (6b) to calculate the market shares, i.”
• Assessing misspecified asset pricing models with empirical likelihood estimators (2012, unknown): “δ CR(θ) = min m∈L2 E { (1 +m− y(θ)) − 1 γ(γ + 1) } subject to E(mx) = q (15)”