Misspecification tests and their uses in econometrics (Q1918128): Difference between revisions

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Revision as of 14:34, 19 March 2024

scientific article
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English
Misspecification tests and their uses in econometrics
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    Misspecification tests and their uses in econometrics (English)
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    18 July 1996
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    corrected estimators
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    misspecification tests
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    score tests
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    destructive value
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    constructive value
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    specification errors
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    sequences of local alternatives
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    examples
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    simulation evidence
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    finite sample behaviour
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