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subject:"Estimation theory"
~isPartOf:"The econometrics journal"
~person:"Bera, Anil K."
~source:"econis"
~subject:"Kointegration"
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Estimation theory
Kointegration
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Lagrange multiplier tests
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Bera, Anil K.
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The econometrics journal
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses
Bera, Anil K.
;
Montes-Rojas, Gabriel
;
Sosa Escudero, Walter
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 41-57
Persistent link: https://www.econbiz.de/10012504446
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