%0 Journal Article
%@ 0304-4076
%A Lavergne, Pascal
%D 2014
%F publications:15779
%I Elsevier
%J Journal of Econometrics
%N n° 3
%P 414-425
%T Model Equivalence Tests in a Parametric Framework
%U https://publications.ut-capitole.fr/id/eprint/15779/
%V vol. 178
%X In empirical research, one commonly aims to obtain evidence in favor of restrictions on parameters, appearing as an economic hypothesis, a consequence of economic theory, or an econometric modeling assumption. I propose a new theoretical framework based on the Kullback-Leibler information to assess the approximate validity of multivariate restrictions in parametric models. I construct tests that are locally asymptotically maximin and locally asymptotically uniformly most powerful invariant. The tests are applied to three different empirical problems.