The encompassing principle and hypothesis testing

Econometric Theory

Volumn 12, Issue 5, 1996, Pages 845-858

  Lu, Maozu ^a   Mizon, Grayham E ^a,b,c  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

^b European University Institute

^c EUROPEAN UNIVERSITY INSTITUTE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030373668     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/s0266466600007180     Document Type: Article

References (9)

1. Atkinson, A.C. (1970) A method for discriminating between models. Journal of the Royal Statistical Society, Series B 32, 323-344.
2. Barndorff-Nielsen, O.E. & D.R. Cox (1989) Asymptotic Techniques for Use in Statistics. London: Chapman and Hall.
3. Breusch, T.S. & A.R. Pagan (1980) The Lagrange multiplier test and its applications to model specification in econometrics. Review of Economic Studies 47, 239-253.
4. Burguete, J.F., A.R. Gallant & G. Souza (1982) On the unification of the asymptotic theory of non-linear econometric models. Econometric Reviews 1, 151-212.
5. Chesher, A. & R. Smith (1994) Bartlett Corrections to Likelihood Ratio Tests. Discussion paper 94-371, University of Bristol.
6. Cox, D.R. (1961) Tests of separate families of hypotheses. In J. Neyman (ed.), Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability 1, pp. 105-123.
7. Berkeley: University of California Press.
8. Hendry, D.F. & J.-F. Richard (1983) The econometric analysis of economic time series. International Statistical Review 51, 111-163.
9. Hendry, D.F. & J.-F. Richard (1989) Recent developments in the theory of encompassing. In tics 25, 631-650.