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Testing nested or non-nested hypotheses. (English) Zbl 0551.62075

Authors’ summary: This paper presents a test procedure for nested or non- nested hypotheses. The test statistic is based on the difference between two estimators of the pseudo-true value as defined for instance by T. Sawa [Econometrica 46, 1273-1291 (1978; Zbl 0393.62025)]. This statistic is similar to the usual Wald statistic in the case of nested hypotheses and it can be replaced by an asymptotically equivalent one deduced from the score function.
Reviewer: P.Reichensperger

MSC:

62P20 Applications of statistics to economics
62A01 Foundations and philosophical topics in statistics

Citations:

Zbl 0393.62025
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References:

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