The Econometric SocietyEdited by: Guido W. Imbens • Print ISSN: 0012-9682 • Online ISSN: 1468-0262
Econometrica: Jul, 1992, Volume 60, Issue 4
https://doi.org/0012-9682(199207)60:4<973:NTFCME>2.0.CO;2-Q
p. 973-980
Richard J. Smith
Non-nested tests are proposed for competing models estimated by generalized method of moments. Results are presented for non-nested linear regression models with heteroskedasticity and serial correlation of unknown form and differing instrument validity assumptions. Regression forms of the statistics are also presented.
November 16, 2023
I am delighted to welcome a new member to the Quantitative Economics editorial board. Effective July 1, 2024, Chao Fu (University of Wisconsin-Madison) will become a Co-Editor. Chao is a distinguished scholar with broad expertise in applied economics. Her knowledge and insight will be of great value to the journal.
