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