Testing, Encompassing, and Simulating Dynamic Econometric Models
在动态框架下定义了涵盖等概念，研究了真实分布不属于竞争模型时的涵盖性质，提出了基于模拟的检验程序，并得到了非嵌套假设检验的渐近理论。
We define, in a dynamic framework, the notions of binding functions, images, reflecting sets, indirect identification, indirect information, and encompassing. We study the properties of the notion of encompassing when the true distribution does not necessarily belong to one of the two competing models of interest. In this context we propose various test procedures of the encompassing hypothesis. Some of these procedures are based on simulations, and some of them are linked with the notion of indirect estimation (in particular, the GET and simulated GET procedures). As a by-product, we get an asymptotic theory of the tests of non-nested hypotheses in the stationary dynamic case.