A new test for non-linear hypotheses under distributional and local parametric misspecification
Anil K. Bera, Osman Doğan and Süleyman Taşpınar
| Year of publication: |
2023
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|---|---|
| Authors: | Bera, Anil K. ; Doğan, Osman ; Taṣpınar, Süleyman |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 27.2023, 5, p. 669-685
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| Subject: | distributional misspecification | LM test | parametric misspecification | QMLE | Rao's score test | robust LM test | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Schätzung | Estimation | Modellierung | Scientific modelling |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014506833