A score test for non-nested hypotheses with applications to discrete data models

In this paper it is shown that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. This is essentially a test for the correct specification of the conditional distribution of the variable of inter...

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Bibliographic details
Volume: 16
Main Author: Santos Silva, J. M. C
Format: Journal Article
Language: English
Place of publication: Chichester, UK John Wiley & Sons, Ltd 01.09.2001
John Wiley & Sons
published in: Journal of applied econometrics (Chichester, England) Vol. 16; no. 5; pp. 577 - 597
ORCID: 0000-0001-8009-3531
Data of publication: 2001-09
ISSN: 0883-7252
EISSN: 1099-1255
Discipline: Economics
Bibliography: Human Capital and Mobility programme, European Commission.
Fundação para a Ciência e a Tecnologia, programme Praxis XXI
Online Access: Fulltext
Database: Istex
Web of Knowledge
Social Sciences Citation Index
Web of Science
Web of Science - Social Sciences Citation Index - 2001
Database information Databases - DBIS