A new test for non-linear hypotheses under distributional and local parametric misspecification (Q6553229)
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scientific article; zbMATH DE number 7863054
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| English | A new test for non-linear hypotheses under distributional and local parametric misspecification |
scientific article; zbMATH DE number 7863054 |
Statements
A new test for non-linear hypotheses under distributional and local parametric misspecification (English)
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11 June 2024
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distributional misspecification
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LM test
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parametric misspecification
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QMLE
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Rao's score test
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robust LM test
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