Alternative procedures and associated tests of significance for non-nested hypotheses
This paper attempts to synthesize various procedures for testing non-nested hypotheses within the framework of artificial nesting, and establishes the result that different tests correspond to different treatments of its identification problem. Numerical and a priori identification methods are distinguished. We derive two modified likelihood ratio tests that are asymptotically equivalent to the Cox-test and explain the relationship between them. The tests are consistent.
(This abstract was borrowed from another version of this item.)
When requesting a correction, please mention this item's handle: RePEc:eee:econom:v:16:y:1981:i:1:p:103-119. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If references are entirely missing, you can add them using this form.