econometrics question

[Jshuttlesworth]

Hi all,
I am in an econometrics class and I didn't understand my teacher when he explained this to us, and I can't really find anything that I understand on teh web. Basically, why would you want to use the J-test instead of the F-test?
Thanks in advance.

[Hack]

The J-test is used to compare two different models, each attempting to explain exactly the same dependent variable, but with at least one variable in each model not found in the other. Based on a t-statistic, the J-test can help us decide if one model is superior to the other, or if the best option is to combine the two models in some way.

The F-test can be used to test any restriction on the parameters in the equation. The idea of a restricted regression is fundamental to the logic of the F-test, because the F-distribution is actually the ratio of two chi-square distributed random variables (divided by their respective degrees of freedom), Because the F-distribution is actually the ratio of two chi-square distributed random variables (divided by their respective degrees of freedom). The ratio of two chi-square distributed random variables is an F-distributed random variable.