{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,22]],"date-time":"2026-04-22T06:56:11Z","timestamp":1776840971800,"version":"3.51.2"},"reference-count":51,"publisher":"The Econometric Society","issue":"3","license":[{"start":{"date-parts":[[2020,1,1]],"date-time":"2020-01-01T00:00:00Z","timestamp":1577836800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/creativecommons.org\/licenses\/by-nc\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["QE"],"abstract":"<jats:p>This paper proposes a new model selection test for the statistical comparison of semi\/non\u2010parametric models based on a general quasi\u2010likelihood ratio criterion. An important feature of the new test is its uniformly exact asymptotic size in the overlapping nonnested case, as well as in the easier nested and strictly nonnested cases. The uniform size control is achieved without using pretesting, sample\u2010splitting, or simulated critical values. We also show that the test has nontrivial power against all<a:math xmlns:a=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" display=\"inline\"><a:msqrt><a:mi>n<\/a:mi><\/a:msqrt><\/a:math>\u2010local alternatives and against some local alternatives that converge to the null faster than<c:math xmlns:c=\"http:\/\/www.w3.org\/1998\/Math\/MathML\" display=\"inline\"><c:msqrt><c:mi>n<\/c:mi><\/c:msqrt><\/c:math>. Finally, we provide a framework for conducting uniformly valid post model selection inference for model parameters. The finite sample performance of the nondegenerate test and that of the post model selection inference procedure are illustrated in a mean\u2010regression example by Monte Carlo.<\/jats:p>","DOI":"10.3982\/qe1312","type":"journal-article","created":{"date-parts":[[2020,7,16]],"date-time":"2020-07-16T06:48:03Z","timestamp":1594882083000},"page":"983-1017","source":"Crossref","is-referenced-by-count":13,"title":["A nondegenerate Vuong test and post selection confidence intervals for semi\/nonparametric models"],"prefix":"10.3982","volume":"11","author":[{"given":"Zhipeng","family":"Liao","sequence":"first","affiliation":[{"name":"Department of Economics, UC Los Angeles"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiaoxia","family":"Shi","sequence":"additional","affiliation":[{"name":"Department of Economics, University of Wisconsin at Madison"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2359","published-online":{"date-parts":[[2020]]},"reference":[{"issue":"1","key":"quan200094-bib-0001","doi-asserted-by":"crossref","first-page":"5","DOI":"10.1016\/j.jeconom.2007.01.013","volume":"141","author":"Ai","year":"2007","journal-title":"Journal of Econometrics"},{"key":"quan200094-bib-0002","doi-asserted-by":"crossref","first-page":"363","DOI":"10.1016\/S0304-4076(01)00091-4","volume":"105","author":"A\u00eft-Sahalia","year":"2001","journal-title":"Journal of Econometrics"},{"issue":"2\u20133","key":"quan200094-bib-0003","doi-asserted-by":"crossref","first-page":"359","DOI":"10.1016\/0304-4076(91)90107-O","volume":"47","author":"Andrews","year":"1991","journal-title":"Journal of Econometrics"},{"key":"quan200094-bib-0004","doi-asserted-by":"crossref","first-page":"323","DOI":"10.1111\/j.2517-6161.1970.tb00845.x","volume":"32","author":"Atkinson","year":"1970","journal-title":"Journal of Royal Statistical Society, Series B (Methodological)"},{"key":"quan200094-bib-0005","doi-asserted-by":"crossref","first-page":"2499","DOI":"10.1257\/aer.103.6.2499","volume":"103","author":"Barseghyan","year":"2013","journal-title":"American Economic Review"},{"key":"quan200094-bib-0006","doi-asserted-by":"crossref","first-page":"4","DOI":"10.1016\/j.jeconom.2019.04.003","volume":"213","author":"Belloni","year":"2019","journal-title":"Journal of Econometrics"},{"key":"quan200094-bib-0007","doi-asserted-by":"crossref","first-page":"29","DOI":"10.1257\/jep.28.2.29","volume":"28","author":"Belloni","year":"2014","journal-title":"Journal of Economic Perspectives"},{"key":"quan200094-bib-0008","doi-asserted-by":"crossref","first-page":"751","DOI":"10.1111\/j.1468-0084.2008.00529.x","volume":"70","author":"Bontemps","year":"2008","journal-title":"Oxford Bulletin of Economics and Statistics"},{"key":"quan200094-bib-0009","doi-asserted-by":"crossref","first-page":"262","DOI":"10.1086\/250010","volume":"106","author":"Cameron","year":"1998","journal-title":"Journal of Political Economy"},{"key":"quan200094-bib-0010","doi-asserted-by":"crossref","first-page":"5369","DOI":"10.1016\/S1573-4412(07)06074-6","volume-title":"Handbook of Econometrics","volume":"6","author":"Chen","year":"2007"},{"key":"quan200094-bib-0011","unstructured":"Chetverikov, D. and Z. 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