A score test for non-nested hypotheses w
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J. M. C. Santos Silva
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Article
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2001
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John Wiley and Sons
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English
⚖ 156 KB
## Abstract 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 vari