Adjustments of Rao's score test for distributional and local parametric misspecifications
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Publication:2181487
DOI10.1515/jem-2017-0022zbMath1441.62605OpenAlexW2773626510MaRDI QIDQ2181487
Mann J. Yoon, Yannis Bilias, Anil K. Bera, Süleyman Taşpınar, Osman Doğan
Publication date: 19 May 2020
Published in: Journal of Econometric Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jem-2017-0022
inferenceRao's score testsspecification testingQMLELagrange multiplier testslocally misspecified modelsrobust LM tests
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35)
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