Asymptotic relative efficiency of the classical test statistics under misspecification
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- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
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"Tests for the error component model in the presence of local misspecification,"
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- repec:eee:regeco:v:65:y:2017:i:c:p:65-88 is not listed on IDEAS
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"Robust tests for heteroskedasticity in the one-way error components model,"
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- Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009.
"Testing under local misspecification and artificial regressions,"
Elsevier, vol. 104(2), pages 66-68, August.
- Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009. "Testing Under Local Misspecification and Artificial Regressions," Working Papers 97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
- Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
- Lanne, Markku & Saikkonen, Pentti, 2006. "Why is it so difficult to uncover the risk-return tradeoff in stock returns?," Economics Letters, Elsevier, vol. 92(1), pages 118-125, July.
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