{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,2,27]],"date-time":"2025-02-27T05:31:05Z","timestamp":1740634265527,"version":"3.38.0"},"reference-count":17,"publisher":"Cambridge University Press (CUP)","issue":"4","license":[{"start":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T00:00:00Z","timestamp":1287360000000},"content-version":"unspecified","delay-in-days":6530,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1992,12]]},"abstract":"<jats:p>It is shown that the Cox modified likelihood-ratio statistic for testing partially non-nested hypotheses<jats:italic>H<\/jats:italic><jats:sub>0<\/jats:sub>and<jats:italic>H<\/jats:italic><jats:sub>1<\/jats:sub>is asymptotically equivalent to a bilinear form in nondegenerate asymptotically normal random vectors for sequences of data-generating processes converging to the intersection of<jats:italic>H<\/jats:italic><jats:sub>0<\/jats:sub>and<jats:italic>H<\/jats:italic><jats:sub>1<\/jats:sub>but not necessarily belonging to either<jats:italic>H<\/jats:italic><jats:sub>0<\/jats:sub>or<jats:italic>H<\/jats:italic><jats:sub>1<\/jats:sub>. One of the asymptotically normal vectors is the complete parametric encompassing vector of Mizon and Richard, while the other is a close relative. The results are valid regardless of whether or not the data-generating process is exponential and imply that the Cox statistic is not generally asymptotically locally normal. This corrects an assumption made in recent literature.<\/jats:p>","DOI":"10.1017\/s0266466600013219","type":"journal-article","created":{"date-parts":[[2010,10,18]],"date-time":"2010-10-18T09:15:30Z","timestamp":1287393330000},"page":"553-569","source":"Crossref","is-referenced-by-count":2,"title":["The Asymptotic Local Structure of the Cox Modified Likelihood-Ratio Statistic for Testing Non-Nested Hypotheses"],"prefix":"10.1017","volume":"8","author":[{"given":"Jerzy","family":"Szroeter","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,10,18]]},"reference":[{"doi-asserted-by":"publisher","key":"S0266466600013219_ref015","DOI":"10.2307\/1912557"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref014","DOI":"10.1017\/S0266466600004138"},{"key":"S0266466600013219_ref011","first-page":"146","volume-title":"Specification Analysis in the Linear Model","author":"McAleer","year":"1987"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref009","DOI":"10.2307\/1913827"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref005","DOI":"10.2307\/1913558"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref003","DOI":"10.2307\/2297286"},{"key":"S0266466600013219_ref012","first-page":"135","volume-title":"Econometrics and Quantitative Economics","author":"Mizon","year":"1984"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref013","DOI":"10.2307\/1911313"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref006","DOI":"10.1016\/0304-4076(83)90123-9"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref008","DOI":"10.2307\/1913471"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref016","DOI":"10.2307\/1912526"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref007","DOI":"10.1016\/0304-4076(83)90121-5"},{"key":"S0266466600013219_ref002","doi-asserted-by":"crossref","first-page":"406","DOI":"10.1111\/j.2517-6161.1962.tb00468.x","article-title":"Further results on tests of separate families of hypotheses","volume":"24","author":"Cox","year":"1962","journal-title":"Journal of the Royal Statistical Society"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref010","DOI":"10.1093\/biomet\/73.2.333"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref004","DOI":"10.2307\/135112"},{"doi-asserted-by":"publisher","key":"S0266466600013219_ref017","DOI":"10.1016\/0304-4076(82)90007-0"},{"key":"S0266466600013219_ref001","first-page":"105","article-title":"Tests of separate families of hypotheses","volume":"1","author":"Cox","year":"1961","journal-title":"Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600013219","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,26]],"date-time":"2025-02-26T21:33:36Z","timestamp":1740605616000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600013219\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,12]]},"references-count":17,"journal-issue":{"issue":"4","published-print":{"date-parts":[[1992,12]]}},"alternative-id":["S0266466600013219"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600013219","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"type":"print","value":"0266-4666"},{"type":"electronic","value":"1469-4360"}],"subject":[],"published":{"date-parts":[[1992,12]]}}}