TY  - JOUR
TI  - Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
AU  - Quang Vuong
JO  - Econometrica
PY  - 1989
VL  - 57
IS  - 2
DO  - 10.2307/1912557
UR  - https://doi.org/10.2307/1912557
ER  -