Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Anil Bera, Gabriel Montes-Rojas, Walter Sosa-Escudero and Javier Alejo
| Year of publication: |
2021
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|---|---|
| Authors: | Bera, Anil K. ; Montes-Rojas, Gabriel ; Sosa Escudero, Walter ; Alejo, Javier |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 24.2021, 1, p. 41-57
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| Subject: | Specification testing | Lagrange multiplier tests | Rao's score tests | local misspeci-fication | GMM | nonlinear testing functions | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Rationale Erwartung | Rational expectations |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utaa010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504446