Tests for nonlinear restrictions under misspecified...

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The Econometrics Journal 2020 / 05

Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses

Bera, Anil, Montes-Rojas, Gabriel, Sosa-Escudero, Walter, Alejo, Javier
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Journal:
The Econometrics Journal
DOI:
10.1093/ectj/utaa010
Date:
May, 2020
File:
PDF, 1.12 MB
2020
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