Testing under local misspecification and artificial regressions

DOI10.1016/j.econlet.2009.04.005zbMath1181.62087OpenAlexW1990932388WikidataQ56806307 ScholiaQ56806307MaRDI QIDQ1046214

Anil K. Bera, Walter Sosa-Escudero, Gabriel V. Montes-Rojas

Publication date: 21 December 2009

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2009.04.005

zbMATH Keywords

specification testsartificial regressionLM tests

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear inference, regression (62J99)

Related Items (1)

Generalized empirical likelihood specification test robust to local misspecification

Cites Work

• Joint LM test for homoskedasticity in a one-way error component model
• Implicit Alternatives and the Local Power of Test Statistics
• The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
• Tests for the error component model in the presence of local misspecification

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