Bontemps, Christophe; Florens, Jean-Pierre; Richard, … - In: Oxford Bulletin of Economics and Statistics 70 (2008) s1, pp. 751-780
We study the asymptotic behaviour of encompassing statistics in general regression models. The theory for testing one parametric model against another parametric model is now well known, but the comparison of two non-parametric models, or 'crossed' situations where a parametric model is tested...