Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses (Q5083248)
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scientific article; zbMATH DE number 7546385
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| English | Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses |
scientific article; zbMATH DE number 7546385 |
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Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses (English)
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22 June 2022
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specification testing
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Lagrange multiplier tests
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Rao's score tests
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local misspecification
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GMM
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nonlinear testing functions
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