Alternative approaches to testing by variable addition
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DOI: 10.1080/07474930008800470
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Cited by:
- Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
- Bera Anil K. & Doğan Osman & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
- Cui, Jin & In, Francis & Maharaj, Elizabeth Ann, 2016. "What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 358-375.
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Keywords
specification errors; model specification; variable addition tests; bootstrap critical values;All these keywords.
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