A new robust and most powerful test in the presence of local misspecification-Reference-Cited by-同舟云学术

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A new robust and most powerful test in the presence of local misspecification

Published:2016-08-05 Issue:16 Volume:46 Page:8187-8198
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Bera Anil K.¹,Montes-Rojas Gabriel²³,Sosa-Escudero Walter⁴

Affiliation:

1. Department of Economics, University of Illinois, Urbana-Champaign, Urbana, IL, USA

2. CONICET-Universidad de San Andres, Victoria, Provincia de Buenos Aires, Argentina

3. Department of Economics, City University London, London, UK

4. Department of Economics, Universidad de San Andres and CONICET, Victoria, Provincia de Buenos Aires, Argentina

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2016.1177077

Reference27 articles.

1. Simple diagnostic tests for spatial dependence

2. LM Tests for Functional Form and Spatial Error Correlation

3. The unbalanced nested error component regression model

4. SIMPLE LM TESTS FOR THE UNBALANCED NESTED ERROR COMPONENT REGRESSION MODEL

5. ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION

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1. Subgraph Network Random Effects Error Components Models: Specification and Testing;Journal of Econometric Methods;2021-08-18

2. Network ANOVA random effects models for node attributes;Journal of Dynamics & Games;2020

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