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

• Year: 2021
• ISBN/ISSN: 1368-4221
• Author(s): Alejo, Javier - Bera, Anil - Montes-Rojas, Gabriel - Sosa-Escudero, Walter
• Research group: Labor Economics
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• Pages: 41–57
• Journal: The Econometrics Journal
• Volume: 24