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In addition to showing that the GEL test statistics proposed in Smith (1997,<jats:italic>Economic Journal<\/jats:italic>107, 503\u2013519) and Ramalho and Smith (2002,<jats:italic>Journal of Econometrics<\/jats:italic>107, 99\u2013125) are members of this class, we reveal that further members can be constructed using the artificial compound model approach, which was originally applied by Atkinson (1970,<jats:italic>Journal of the Royal Statistical Society, Series B<\/jats:italic>32, 323\u2013335) in the parametric setting. We investigate the asymptotic properties of the statistics and propose tests based on modified versions of these statistics that have correct asymptotic size in a uniform sense, a requirement not satisfied by existing Cox\u2019s non-nested tests. A Monte Carlo study examines the performance of the proposed tests.<\/jats:p>","DOI":"10.1017\/s0266466617000123","type":"journal-article","created":{"date-parts":[[2017,4,3]],"date-time":"2017-04-03T12:04:19Z","timestamp":1491221059000},"page":"477-507","update-policy":"http:\/\/dx.doi.org\/10.1017\/policypage","source":"Crossref","is-referenced-by-count":0,"title":["A GENERAL CLASS OF NON-NESTED TEST STATISTICS FOR MODELS DEFINED THROUGH MOMENT RESTRICTIONS"],"prefix":"10.1017","volume":"34","author":[{"given":"Paulo M.D.C.","family":"Parente","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2017,4,3]]},"reference":[{"key":"S0266466617000123_ref41","unstructured":"Zedlewski J . 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