Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

A new look at the statistical model identification

1974 • 46,507 citations

Estimating the Dimension of a Model

1978 • 43,634 citations

On Information and Sufficiency

1951 • 17,995 citations

Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses

1989 • 5,821 citations

The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

1938 • 3,059 citations

Several Tests for Model Specification in the Presence of Alternative Hypotheses

1981 • 1,821 citations

Linear Statistical Inference and its Applications.

1974 • 1,765 citations

Asymptotic Properties of Non-Linear Least Squares Estimators

1969 • 1,334 citations

ON THE USE AND INTERPRETATION OF CERTAIN TEST CRITERIA FOR PURPOSES OF STATISTICAL INFERENCE

1928 • 1,030 citations

The Theory and Practice of Econometrics

1985 • 898 citations

Generalized Inverse of Matrices and Its Applications

1972 • 791 citations

Nonlinear Regression with Dependent Observations

1984 • 465 citations

On the General Problem of Model Selection

1974 • 458 citations

Information Criteria for Discriminating Among Alternative Regression Models

1978 • 400 citations

Testing Non-Nested Nonlinear Regression Models

1978 • 385 citations

Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

1943 • 356 citations

A Method for Discriminating between Models

1970 • 330 citations

Probability Theory and Elements of Measure Theory.

1983 • 292 citations

Robust properties of likelihood ratio tests

1982 • 252 citations

Model specification tests against non-nested alternatives

1983 • 172 citations

On unification of the asymptotic theory of nonlinear econometric models

1982 • 156 citations

The encompassing principle and its application to non-nested hypotheses

1986 • 127 citations

Regularity conditions for cox's test of non-nested hypotheses

1982 • 125 citations

Global and Partial Non-Nested Hypotheses and Asymptotic Local Power

1987 • 92 citations

The Performance of the Likelihood Ratio Test When the Model is Incorrect

1977 • 92 citations

A Test for Discriminating Between Models

1969 • 6 citations

Selecting the Best Linear Regression Model: A Classical Approach

1986 • 3 citations

Further results on tests of separate families of hypotheses

2005 • 2 citations