2 citations · 2 across the 2 of their papers we have counts for
2 papers
econ.EM2026
Model Selection in Panel Data Models: A Generalization of the Vuong Test
Jinyong Hahn, Zhipeng Liao, Konrad Menzel +1
This paper generalizes the classical Vuong (1989) test to panel data models by employing modified profile likelihoods and the Kullback-Leibler information criterion. Unlike the sta…
q-fin.MF2015★ 2 cited
Identification of Insurance Models with Multidimensional Screening
Gaurab Aryal, Isabelle Perrigne, Quang Vuong
This paper addresses the identification of insurance models with multidimensional screening where insurees have private information about their risk and risk aversion. The model in…