Testing Non-Nested Nonlinear Regression Models
非嵌套非线性回归模型的检验
In Pesaran [9], the test developed by Cox for comparing separate families of hypo-theses was applied to the choice between two non-nested linear single-equation econometric models. In this paper, the analysis is extended to cover multivariate nonlinear models whenever full information maximum likelihood estimation is possible. This allows formal comparisons not only of competing explanatory variables but also of alternative functional forms. The largest part of the paper…