Instrumental Models and Indirect Encompassing
提出基于间接模拟估计的非嵌套假设检验方法，构建多种检验统计量并分析其隐含假设，将间接涵盖概念与标准涵盖条件对比，并展示如何扩展规范检验与过度识别检验。
We introduce nonnested hypotheses tests using indirect, simulation-based estimation procedures. We propose different test statistics and carefully examine the corresponding implicit mi hypotheses. A notion of indirect encompassing comes up naturally, which may be compared to the usual encompassing conditions. Then we show how these methods extend standard specification and overidentification tests.