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
|
|---|---|
| Authors: | Bera, Anil K. ; Montes-Rojas, Gabriel ; Sosa Escudero, Walter ; Alejo, Javier |
| 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://ebvufind01.dmz1.zbw.eu/10012504446