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Congruence and encompassing

Bontemps, Christophe and Mizon, Grayham E. (2001) Congruence and encompassing , Southampton, UK University of Southampton 23pp. (Discussion Papers in Economics and Econometrics, 107).

Record type: Monograph (Discussion Paper)


This paper considers the relationship between congruence and encompassing. Congruence is defined formally, and though it is not testable directly, it can be tested indirectly via tests of misspecification. Empirically more than one model can appear congruent, but that which encompasses its rivals is dominant, will encompass all models nested within it, and accurately predict the misspecifications of non-congruent models. These results are consistent with a general-to-specific modelling strategy being successful in practice. An empirical example illustrates these points.

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Published date: 2001
Keywords: data generation process, empirical model, general-to-specific modelling, encompassing, misspecification, specification


Local EPrints ID: 33101
PURE UUID: b528ff7a-dfaa-4e30-8dd7-ef9502ff37c0

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Date deposited: 18 May 2006
Last modified: 17 Jul 2017 15:54

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Author: Christophe Bontemps
Author: Grayham E. Mizon

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