Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/71991
Authors: 
Hong, Han
Preston, Bruce
Shum, Matthew
Year of Publication: 
2001
Series/Report no.: 
Working Papers, The Johns Hopkins University, Department of Economics 459
Abstract: 
In this note we propose model selection criteria (MSC) for unconditional moment models using empirical likelihood (EL) statistics in the construction of the MSC The use of EL-statistics in lieu of the more common J-statistics leads to a much more transparent interpretation of the MSC by providing a closer analogy with MSC in standard parametric likelihood models and underlying the common likelihood- (or information-) based underlying model selection procedures for bothe parametric as well as semi-parametric models.
Document Type: 
Working Paper

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