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Two extensions of a parametric model are proposed, each one involving the score function of an alternative parametric model. We show that the encompassing hypothesis is equivalent to standard conditions on the score of each of the extended models.
Persistent link: https://www.econbiz.de/10005780805
In this note we propose a general testing procedure for parametric models based on Bartlett Identities.
Persistent link: https://www.econbiz.de/10005634012
We introduce non-nested hypothesis tests using indirect simulation-based estimation procedures.
Persistent link: https://www.econbiz.de/10005641013