Model specification tests against non-nested alternatives
综述了在回归及相关模型中,如何利用非嵌套假设检验来评估一个计量模型是否优于其他非嵌套替代模型,重点介绍了实用且易于操作的技术。
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 1iterature which has evolved from the fundamental work of Cox (1961, 1962) 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.