Publicación arbitrada
Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
- 2021
- pp. 41–57
- Inglés
Referencia bibliográfica
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/publicaciones/tests-for-nonlinear-restrictions-under-misspecified-alternatives-with-an-application-to-testing-rational-expectation-hypotheses/
Resumen
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