On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives

DOI10.2307/2527323zbMath0853.62091OpenAlexW2101537659MaRDI QIDQ4889510

Chris D. Orme, Leslie G. Godfrey

Publication date: 12 August 1996

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527323

zbMATH Keywords

equivalenceasymptotic local analysismaximum likelihood estimationasymptotic independencemisspecificationasymptotic insensitivity of testssensitivity of individual conditional moment tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric inference under constraints (62F30) Asymptotic properties of parametric tests (62F05)

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