Szroeter, Jerzy - In: Econometric Theory 8 (1992) 04, pp. 553-569
It is shown that the Cox modified likelihood-ratio statistic for testing partially non-nested hypotheses <italic>H</italic><sub>0</sub> and <italic>H</italic><sub>1</sub> is asymptotically equivalent to a bilinear form in nondegenerate asymptotically normal random vectors for sequences of data-generating processes converging to the intersection of <italic>H</italic><sub>0</sub>...
