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Escudero, Walter Sosa
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Testing Under Local Misspecification and Artificial Regressions
Escudero, Walter Sosa
;
Bera, Anil K.
;
Rojas, Gabriel Montes
-
Departamento de Economía, Universidad de San Andrés
-
2009
An additivity property of
LM
tests
is derived, linking joint, marginal and Bera-Yoon `adjusted' tests, hence the latter …
Persistent link: https://www.econbiz.de/10008541350
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