GENERAL SPECIFICATION TESTING WITH LOCALLY MISSPECIFIED MODELS
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Publication:2995424
DOI10.1017/S0266466609990818zbMATH Open1294.62026OpenAlexW2101746104WikidataQ56806305 ScholiaQ56806305MaRDI QIDQ2995424FDOQ2995424
Authors: Anil K. Bera, Gabriel Montes-Rojas, Walter Sosa-Escudero 
Publication date: 21 April 2011
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466609990818
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Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Maximum Likelihood Estimation of Misspecified Models
- Maximum Likelihood Specification Testing and Conditional Moment Tests
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Implicit Alternatives and the Local Power of Test Statistics
- Hypothesis Testing with Efficient Method of Moments Estimation
- Frequentist probability and frequentist statistics
- ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION
- Tests for the error component model in the presence of local misspecification
- Alternative approaches to testing by variable addition
- Rao's score test with nonparametric density estimators
Cited In (11)
- A new test for non-linear hypotheses under distributional and local parametric misspecification
- Tests for the error component model in the presence of local misspecification
- Network ANOVA random effects models for node attributes
- Score tests in GMM: why use implied probabilities?
- Subgraph network random effects error components models: specification and testing
- A Bayesian robust chi-squared test for testing simple hypotheses
- Models of the general theory of test construction of relatively constant malfunctions
- A note on the relation between local power and robustness to misspecification
- A new class of tests for overidentifying restrictions in moment condition models
- Generalized empirical likelihood specification test robust to local misspecification
- Generalized method of moments specification testing
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