Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses Author(s): Bera, Anil - Montes-Rojas, Gabriel - Sosa-Escudero, Walter - Alejo, Javier Journal: The Econometrics Journal Research group: Labor Economics Year: 2021
Testing for serial correlation in hierarchical linear models Author(s): Alejo, Javier - Montes-Rojas, Gabriel - Sosa-Escudero, Walter Journal: Journal of Multivariate Analysis Research group: Labor Economics Year: 2018