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

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Bibliographic Details
Title: Tests for nonlinear restrictions under misspecified alternatives with an application to testing rational expectation hypotheses.
Authors: Bera, Anil1 (AUTHOR) abera@illinois.edu, Montes-Rojas, Gabriel2 (AUTHOR) gabriel.montes@fce.uba.ar, Sosa-Escudero, Walter3 (AUTHOR) wsosa@udesa.edu.ar, Alejo, Javier4 (AUTHOR) javier.alejo@ccee.edu.uy
Source: Econometrics Journal. Jan2021, Vol. 24 Issue 1, p41-57. 17p.
Database: Business Source Ultimate
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ISSN:13684221
DOI:10.1093/ectj/utaa010