Generalized Information Matrix Tests (GIMTs) have recently been used for detecting the presence of misspecification in … developed for the purpose of identifying, classifying, and deriving novel model misspecification tests for finite …

. In line with survey evidence on the behaviour of foreign exchange traders, we introduce model misspecification and … can be reproduced with low values of the learning gain. Both assumptions, misspecification and learning, are necessary to …

misspecification in the presence of incomplete data where maximum likelihood estimates are obtained by maximizing the observable … simultaneous presence of both missing data and model misspecification. These results are then used to derive robust hypothesis …) missing data. Second, we introduce a method for the detection of model misspecification in missing data problems using …

zero, while the asymptotic upper bound is zero uniformly over any degree of misspecification. The results apply to …

, making them susceptible to model misspecification. This paper investigates how misspecification affects the results of … inference in these models. Specifically, we consider a local misspecification framework in which specification errors are … assumed to vanish at an arbitrary and unknown rate with the sample size. Relative to global misspecification, the local …