On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives (Q4889510)
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scientific article; zbMATH DE number 916022
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| English | On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives |
scientific article; zbMATH DE number 916022 |
Statements
On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives (English)
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12 August 1996
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asymptotic local analysis
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sensitivity of individual conditional moment tests
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misspecification
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maximum likelihood estimation
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equivalence
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asymptotic insensitivity of tests
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asymptotic independence
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0.8359330296516418
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0.8082640767097473
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0.799463152885437
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0.7960060834884644
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0.7952350974082947
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