Tests for the error component model in the presence of local misspecification
It is well known that most of the standard specification tests are not valid when the alternative hypothesis is misspecified. This is particularly true in the error component model, when one tests for either random effects or serial correlation without taking account of the presence of the other eff...
Guardado en:
| Autores principales: | Bera, Anil K., Sosa Escudero, Walter, Yoon, Mann |
|---|---|
| Formato: | Articulo Documento de trabajo |
| Lenguaje: | Inglés |
| Publicado: |
2000
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| Materias: | |
| Acceso en línea: | http://sedici.unlp.edu.ar/handle/10915/3506 http://www.depeco.econo.unlp.edu.ar/doctrab/doc22.pdf |
| Aporte de: |
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