A new test for non-linear hypotheses under distributional and local parametric misspecification

DOI10.1515/snde-2022-0043WikidataQ122233411 ScholiaQ122233411MaRDI QIDQ6553229

Anil K. Bera, Süleyman Taşpınar, Osman Doğan

Publication date: 11 June 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

LM testRao's score testQMLErobust LM testparametric misspecificationdistributional misspecification

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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