INVESTIGADORES
SOSA ESCUDERO Walter Esteban
artículos
Título:
Testing under local misspecification and artificial regression
Autor/es:
WALTER SOSA ESCUDERO; ANIL K. BERA; GABRIEL MONTES ROJAS
Revista:
ECONOMICS LETTERS
Editorial:
NORTH-HOLLAND
Referencias:
Año: 2009 vol. 104 p. 66 - 68
ISSN:
0165-1765
Resumen:
An additivity property of LM tests is derived, linking joint, marginal and BeraYoon adjusted tests, hence the latter can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical illustration of the BeraYoon principle.Yoon adjusted tests, hence the latter can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical illustration of the BeraYoon principle.
