Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses

@inproceedings{Fisher1981AlternativePA,
  title={Alternative Procedures and Associated Tests of Significance for Non-Nested Hypotheses},
  author={Gordon Stewart. Fisher and Michael McAleer},
  year={1981}
}
This paper attempts to synthesize various procedures for testing non-nested hypotheses within the framework of artificial nesting, and establishes the result that different tests correspond to different treatments of its identification problem. Numerical and a priori identification methods are distinguished. We derive two modified likelihood ratio tests that are asymptotically equivalent to the Cox-test and explain the relationship between them. The tests are consistent. 

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