VUONG, Quang; WANG, Weiren - In: Annales d'Economie et de Statistique (1993) 30, pp. 143-164
This paper proposes some tests for choosing between two estimated models using some Pearson type statistics. We allow for arbitrary ?n-asymptotically normal estimators to be used in forming these statistics. This provides some flexibility in practice. Then Large Sample theory and bootstrap...