Adjustments of Rao's score test for distributional and local parametric misspecifications
Anil K. Bera, Yannis Bilias, Mann J. Yoon, Süleyman Taşpınar, Osman Doğan
| Year of publication: |
2020
|
|---|---|
| Authors: | Bera, Anil K. ; Bilias, Yannis ; Yoon, Mann J. ; Taṣpınar, Süleyman ; Doğan, Osman |
| Subject: | inference | Lagrange multiplier tests | locally misspecified models | QMLE | Rao’s score tests | robust LM tests | specification testing | Schätztheorie | Estimation theory | 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/jem-2017-0022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197297