Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses

Citation

Alejo, Javier; Sosa-Escudero, Walter; Montes-Rojas, Gabriel; Bera, Anil. (2021). Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses. Publicación arbitrada. The Econometrics Journal. https://iecon.jotastudio.net/en/publicaciones/tests-for-nonlinear-restrictions-under-misspecified-alternatives-with-an-application-to-testing-rational-expectation-hypotheses/