Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/189085 
Year of Publication: 
1983
Series/Report no.: 
Queen's Economics Department Working Paper No. 573
Publisher: 
Queen's University, Department of Economics, Kingston (Ontario)
Abstract: 
Non-nested hypothesis tests provide a way to test the specification of an econometric model against the evidence provided by one or more non-nested alternatives. This paper surveys the recent literature on non-nested hypothesis testing in the context of regression and related models. Much of the purely statistical literature which has evolved from the fundamental work of Cox is discussed briefly or not at all. Instead, emphasis is placed on those techniques which are easy to employ in practice and are likely to be useful to applied workers.
Subjects: 
Cox test
nonnested hypotheses
J test
specification tests
nonnested hypothesis test
JEL: 
C10
C12
Document Type: 
Working Paper

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