Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487)

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Adjustments of Rao's score test for distributional and local parametric misspecifications
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    Adjustments of Rao's score test for distributional and local parametric misspecifications (English)
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    19 May 2020
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    inference
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    Lagrange multiplier tests
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    locally misspecified models
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    QMLE
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    Rao's score tests
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    robust LM tests
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    specification testing
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