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Hypothesis testing in the 20th century with a special reference to testing with missspecified models

Bera, Anil K. - 1999

Persistent link: https://www.econbiz.de/10001407048

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

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

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

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