Semiparametric Specification Testing of Non-nested Econometric Models
提出一种检验参数非线性模型是否被错误设定的方法，用非参数回归估计备择模型，基于人工回归的t统计量进行检验，蒙特卡洛模拟显示检验效果良好。
We propose a specification test of a parametrically specified nonlinear model against a weakly specified non-nested alternative. We estimate the alternative model by using nonparametric regression (nearest neighbours). The test is based on the t-statistic of an artificial regression. Monte-Carlo simulations suggest that the test has good power and size characteristics.