{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T22:25:03Z","timestamp":1791930303956,"version":"4.3.4"},"reference-count":37,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":4455,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1996,12]]},"abstract":"<jats:p>The exponentially tilted family of densities is used to discuss the relationship between the encompassing principle and the<jats:italic>M<\/jats:italic>-test or conditional moment testing principle. It is shown that the two principles are capable of generating the same test statistics and in this sense equivalent. However, there are differences in motivation and emphasis underlying the principles that are important in econometric modeling. In addition, parsimonious encompassing interpretations for test statistics, including those of Cox (1961, in<jats:italic>Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability I<\/jats:italic>, pp. 105-123; 1962,<jats:italic>Journal of the Royal Statistical Society, Series B<\/jats:italic>24, 406-424) and Atkinson (1970,<jats:italic>Journal of the Royal Statistical Society, Series B<\/jats:italic>32, 323-344) are provided.<\/jats:p>","DOI":"10.1017\/s0266466600007180","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:38:09Z","timestamp":1236699489000},"page":"845-858","source":"Crossref","is-referenced-by-count":11,"title":["The Encompassing Principle and Hypothesis Testing"],"prefix":"10.1017","volume":"12","author":[{"given":"Maozu","family":"Lu","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Grayham E.","family":"Mizon","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600007180_ref037","doi-asserted-by":"publisher","DOI":"10.1017\/CCOL0521252806"},{"key":"S0266466600007180_ref036","doi-asserted-by":"publisher","DOI":"10.2307\/1912526"},{"key":"S0266466600007180_ref035","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1981.10477663"},{"key":"S0266466600007180_ref029","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90040-9"},{"key":"S0266466600007180_ref028","first-page":"319","volume-title":"Contributions to Operations Research and Econometrics. The Twentieth Anniversary of CORE","author":"Pagan","year":"1989"},{"key":"S0266466600007180_ref026","doi-asserted-by":"publisher","DOI":"10.2307\/1911011"},{"key":"S0266466600007180_ref025","doi-asserted-by":"publisher","DOI":"10.2307\/1911313"},{"key":"S0266466600007180_ref023","first-page":"135","volume-title":"Econometrics and Quantitative Economics","author":"Mizon","year":"1984"},{"key":"S0266466600007180_ref021","first-page":"393","volume-title":"Contributions to Operations Research and Econometrics. The Twentieth Anniversary of CORE","author":"Hendry","year":"1989"},{"key":"S0266466600007180_ref020","doi-asserted-by":"publisher","DOI":"10.2307\/1402738"},{"key":"S0266466600007180_ref019","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90101-4"},{"key":"S0266466600007180_ref018","first-page":"121","volume-title":"Modelling Economic Series. Readings in Econometric Methodology","author":"Hendry","year":"1990"},{"key":"S0266466600007180_ref016","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600007350"},{"key":"S0266466600007180_ref015","doi-asserted-by":"publisher","DOI":"10.2307\/1913471"},{"key":"S0266466600007180_ref014","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(83)90121-5"},{"key":"S0266466600007180_ref012","doi-asserted-by":"publisher","DOI":"10.1017\/CCOL0521266165"},{"key":"S0266466600007180_ref009","doi-asserted-by":"publisher","DOI":"10.2307\/1911522"},{"key":"S0266466600007180_ref007","doi-asserted-by":"crossref","first-page":"406","DOI":"10.1111\/j.2517-6161.1962.tb00468.x","article-title":"Further results of tests of separate families of hypotheses","volume":"24","author":"Cox","year":"1962","journal-title":"Journal of the Royal Statistical Society, Series B"},{"key":"S0266466600007180_ref006","first-page":"105","volume-title":"Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability I","author":"Cox","year":"1961"},{"key":"S0266466600007180_ref004","doi-asserted-by":"publisher","DOI":"10.1080\/07311768208800012"},{"key":"S0266466600007180_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/2297111"},{"key":"S0266466600007180_ref030","doi-asserted-by":"publisher","DOI":"10.2307\/1913828"},{"key":"S0266466600007180_ref008","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177728652"},{"key":"S0266466600007180_ref031","doi-asserted-by":"publisher","DOI":"10.2307\/2951576"},{"key":"S0266466600007180_ref017","doi-asserted-by":"publisher","DOI":"10.1093\/oxrep\/1.1.72"},{"key":"S0266466600007180_ref002","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4899-3424-6"},{"key":"S0266466600007180_ref027","first-page":"103","volume-title":"Econometrics and Quantitative Economics","author":"Pagan","year":"1984"},{"key":"S0266466600007180_ref011","doi-asserted-by":"crossref","first-page":"775","DOI":"10.1016\/S1573-4412(84)02005-5","volume-title":"The Handbook of Econometrics","volume":"2","author":"Engle","year":"1984"},{"key":"S0266466600007180_ref022","unstructured":"Lu M. & Mizon G.E. (1988) Sectorial Encompassing. Paper presented at the Macro Modelling Bureau Conference,University of Warwick."},{"key":"S0266466600007180_ref034","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(85)90149-6"},{"key":"S0266466600007180_ref032","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511599293"},{"key":"S0266466600007180_ref013","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600009142"},{"key":"S0266466600007180_ref001","doi-asserted-by":"crossref","first-page":"323","DOI":"10.1111\/j.2517-6161.1970.tb00845.x","article-title":"A method for discriminating between models","volume":"32","author":"Atkinson","year":"1970","journal-title":"Journal of the Royal Statistical Society. Series B"},{"key":"S0266466600007180_ref033","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(90)90074-4"},{"key":"S0266466600007180_ref024","first-page":"107","volume-title":"Macroeconomics: Developments, Tensions and Prospects","author":"Mizon","year":"1995"},{"key":"S0266466600007180_ref010","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90104-X"},{"key":"S0266466600007180_ref005","volume-title":"Bartlett Corrections to Likelihood Ratio Tests","author":"Chesher","year":"1994"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600007180","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:44:17Z","timestamp":1738993457000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600007180\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1996,12]]},"references-count":37,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1996,12]]}},"alternative-id":["S0266466600007180"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600007180","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1996,12]]}}}