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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 2000
Persistent link: https://www.econbiz.de/10001468496
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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1998
Persistent link: https://www.econbiz.de/10000988603
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Tests for the error component model in the presence of local misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - In: Journal of econometrics 101 (2001) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10001545101
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Tests for the Error Component Model in the Presence of Local Misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1999
It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model when one tests for either random effects or serial correlation without taking account of the presence of the other...
Persistent link: https://www.econbiz.de/10014200898
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General specification testing with locally misspecified models
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Econometric theory 26 (2010) 6, pp. 1838-1845
Persistent link: https://www.econbiz.de/10008738321
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Tests for unbalanced error component models under local misspecication
Sosa Escudero, Walter (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003754790
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Testing under local misspecification and artificial regressions
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: Economics letters 104 (2009) 2, pp. 66-68
Persistent link: https://www.econbiz.de/10003870162
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Tests for the Error Component Model in the Presence of Local Misspecification
Bera, Anil K.; Sosa Escudero, Walter; Yoon, Mann J. - 1998
It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model when one tests for either random effects or serial correlation without taking account of the presence of the other...
Persistent link: https://www.econbiz.de/10014068509
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Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Bera, Anil K.; Montes-Rojas, Gabriel; Sosa Escudero, Walter - In: The econometrics journal 24 (2021) 1, pp. 41-57
Persistent link: https://www.econbiz.de/10012504446
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A note on a simple interpretation of the Gini coefficient
Sosa Escudero, Walter - In: Económica 64 (2018), pp. 1-4
Persistent link: https://www.econbiz.de/10012153793