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Implicit Alternatives and the Local Power of Test Statistics
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- Sheena Yu-Hsien Kao & Anil K. Bera, 2018. "Testing spatial regression models under nonregular conditions," Empirical Economics, Springer, vol. 55(1), pages 85-111, August.
- Flachaire, Emmanuel, 1999.
"A better way to bootstrap pairs,"
Economics Letters, Elsevier, vol. 64(3), pages 257-262, September.
- Emmanuel Flachaire, 1999. "A better way to bootstrap pairs," Post-Print halshs-00175892, HAL.
- FLACHAIRE, Emmanuel, 1999. "A better way to bootstrap pairs," LIDAM Discussion Papers CORE 1999024, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Jieun Lee, 2022. "Testing Endogeneity of Spatial Weights Matrices in Spatial Dynamic Panel Data Models," Papers 2209.05563, arXiv.org.
- Dastoor, Naorayex K., 1997. "Testing for conditional heteroskedasticity with misspecified alternative hypotheses," Journal of Econometrics, Elsevier, vol. 82(1), pages 63-80.
- Anil K. Bera & Yannis Bilias, 2024. "Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History," Papers 2406.19956, arXiv.org, revised Oct 2024.
- MacKinnon, James G, 1992. "Model Specification Tests and Artificial Regressions," Journal of Economic Literature, American Economic Association, vol. 30(1), pages 102-146, March.
- William H. Greene & Mark N. Harris & Rachel J. Knott & Nigel Rice, 2021.
"Specification and testing of hierarchical ordered response models with anchoring vignettes,"
Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 184(1), pages 31-64, January.
- Greene, W.H.; & Harris, M.N.; & Knott, R.; & Rice, N.;, 2019. "Specification and testing of hierarchical ordered response models with anchoring vignettes," Health, Econometrics and Data Group (HEDG) Working Papers 19/18, HEDG, c/o Department of Economics, University of York.
- Anil K. Bera & Osman Doğan & Süleyman Taşpınar & Monalisa Sen, 2020. "Specification tests for spatial panel data models," Journal of Spatial Econometrics, Springer, vol. 1(1), pages 1-39, December.
- Davidson, Russell & MacKinnon, James G., 1999.
"The Size Distortion Of Bootstrap Tests,"
Econometric Theory, Cambridge University Press, vol. 15(3), pages 361-376, June.
- Davidson, R. & Mackinnon, J.G., 1996. "The Size Distorsion of Bootstrap Tests," G.R.E.Q.A.M. 96a15, Universite Aix-Marseille III.
- Davidson, Russell & MacKinnon, James G., 1996. "The Size Distortion of Bootstrap Tests," Queen's Institute for Economic Research Discussion Papers 273347, Queen's University - Department of Economics.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2009. "اختبار أثر مزاحمة الإنفاق الحكومي للإستثمار الخاص في الاقتصاد السعودي عبر المعاينة المعادة [Crowding out Test of Government Expenditures to Private Investment in Saudi Arabia using Bootstrapping]," MPRA Paper 54453, University Library of Munich, Germany, revised 2009.
- Davidson, Russell & MacKinnon, James G., 1989.
"Testing for Consistency using Artificial Regressions,"
Econometric Theory, Cambridge University Press, vol. 5(3), pages 363-384, December.
- Davidson, Russell & MacKinnon, James G., 1987. "Testing for Consistency Using Artificial Regressions," Queen's Institute for Economic Research Discussion Papers 275208, Queen's University - Department of Economics.
- Russell Davidson & James G. MacKinnon, 1987. "Testing for Consistency using Artificial Regressions," Working Paper 687, Economics Department, Queen's University.
- Davidson, Russell & MacKinnon, James G., 2006.
"The power of bootstrap and asymptotic tests,"
Journal of Econometrics, Elsevier, vol. 133(2), pages 421-441, August.
- James G. MacKinnon & Russell Davidson, 2004. "The Power Of Bootstrap And Asymptotic Tests," Working Paper 1035, Economics Department, Queen's University.
- James G. MacKinnon & Russell Davidson, 1996.
"The Size And Power Of Bootstrap Tests,"
Working Paper
932, Economics Department, Queen's University.
- Mackinnon, J-G, 1997. "The Size and Power of Bootstrap Tests," ASSET - Instituto De Economia Publica 153, ASSET (Association of Southern European Economic Theorists).
- Davidson, R. & Mackinnon, J.G., 1996. "The Size and Power of Bootstrap Tests," G.R.E.Q.A.M. 96a03, Universite Aix-Marseille III.
- Taşpınar, Süleyman & Doğan, Osman & Bera, Anil K., 2017. "GMM gradient tests for spatial dynamic panel data models," Regional Science and Urban Economics, Elsevier, vol. 65(C), pages 65-88.
- Bera, Anil K. & Doğan, Osman & Taşpınar, Süleyman, 2018. "Simple tests for endogeneity of spatial weights matrices," Regional Science and Urban Economics, Elsevier, vol. 69(C), pages 130-142.
- Bera Anil K. & Doğan Osman & Taşpınar Süleyman, 2019. "Testing Spatial Dependence in Spatial Models with Endogenous Weights Matrices," Journal of Econometric Methods, De Gruyter, vol. 8(1), pages 1-33, January.
- Russell Davidson & James G. MacKinnon, 1988. "Specification Tests Based on Artificial Regressions," Working Paper 707, Economics Department, Queen's University.
- Bera, Anil K. & Sosa-Escudero, Walter & Yoon, Mann, 2001.
"Tests for the error component model in the presence of local misspecification,"
Journal of Econometrics, Elsevier, vol. 101(1), pages 1-23, March.
- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Test for the Error Component Model in the Presence of Local Misspecification," Department of Economics, Working Papers 022, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
- Anil Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Test for the Error Component Model in the Presence of Local Misspecification," IIE, Working Papers 022, IIE, Universidad Nacional de La Plata.
- Anil K. Bera & Walter Sosa Escudero & Mann Yoon, 2000. "Tests for the Error Component Model in the Presence of Local Misspecification," Econometric Society World Congress 2000 Contributed Papers 1888, Econometric Society.
- Fang, Ying & Park, Sung Y. & Zhang, Jinfeng, 2014.
"A simple spatial dependence test robust to local and distributional misspecifications,"
Economics Letters, Elsevier, vol. 124(2), pages 203-206.
- Ying Fang & Sung Y. Park & Jinfeng Zhang, 2013. "A Simple Spatial Dependence Test Robust to Local and Distributional Misspecifications," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Ian Domowitz, 1985. "New Directions in Non-linear Estimation with Dependent Observations," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 1-27, February.
- Dogan, Osman & Taspinar, Suleyman & Bera, Anil K., 2017. "Simple Tests for Social Interaction Models with Network Structures," MPRA Paper 82828, University Library of Munich, Germany.
- Bera, Anil K. & Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2009.
"Testing under local misspecification and artificial regressions,"
Economics Letters, Elsevier, vol. 104(2), pages 66-68, August.
- Walter Sosa Escudero & Anil K. Bera & Gabriel Montes Rojas, 2009. "Testing Under Local Misspecification and Artificial Regressions," Working Papers 97, Universidad de San Andres, Departamento de Economia, revised Oct 2009.
- Emmanuel Flachaire, 2000.
"Les méthodes du bootstrap dans les modèles de régression,"
Économie et Prévision, Programme National Persée, vol. 142(1), pages 183-194.
- Flachaire, E., 1999. "Les methodes du bootstrap dans les modeles de regression," G.R.E.Q.A.M. 99c10, Universite Aix-Marseille III.
- Emmanuel Flachaire, 2001. "Les méthodes du bootstrap dans les modèles de régression," Post-Print halshs-00175894, HAL.
- repec:hal:journl:peer-00768191 is not listed on IDEAS
- Montes-Rojas, Gabriel & Sosa-Escudero, Walter, 2011.
"Robust tests for heteroskedasticity in the one-way error components model,"
Journal of Econometrics, Elsevier, vol. 160(2), pages 300-310, February.
- Gabriel Montes-Rojas & Walter Sosa-Escudero, 2010. "Robust tests for heteroskedasticity in the one-way error components model," Post-Print hal-00768191, HAL.
- Godfrey, Leslie G & Orme, Chris D, 1996. "On the Behavior of Conditional Moment Tests in the Presence of Unconsidered Local Alternatives," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(2), pages 263-281, May.
- Daniel, Kent, 2001. "The power and size of mean reversion tests," Journal of Empirical Finance, Elsevier, vol. 8(5), pages 493-535, December.
- Dastoor, Naorayex, 2009. "The perceived framework of a classical statistic: Is the non-invariance of a Wald statistic much ado about null thing?," Working Papers 2009-25, University of Alberta, Department of Economics.
- Russell Davidson & Victoria Zinde‐Walsh, 2017.
"Advances in specification testing,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics, Canadian Economics Association, vol. 50(5), pages 1595-1631, December.
- Russell Davidson & Victoria Zinde-Walsh, 2017. "Advances in specification testing," Post-Print hal-01684821, HAL.
- Taspinar, Suleyman & Dogan, Osman & Bera, Anil K., 2017. "GMM Gradient Tests for Spatial Dynamic Panel Data Models," MPRA Paper 82830, University Library of Munich, Germany.
- E. Fe-Rodríguez & C. Orme, 2006.
"On the sensitivity of Kernel-based Conditional Moment Tests to Unconsidered Local Alternatives,"
Economics Discussion Paper Series
0606, Economics, The University of Manchester.
- Eduardo Fé-Rodríguez & Chris D. Orme, 2009. "On the Sensitivity of Kernel-based Tests of Conditional Moment Restrictions," Economics Discussion Paper Series 0912, Economics, The University of Manchester.
- Li, Haiqi & Fan, Rui & Park, Sung Y., 2018. "Generalized empirical likelihood specification test robust to local misspecification," Economics Letters, Elsevier, vol. 171(C), pages 149-153.
- Ghassan, Hassan B., 2002. "الإنفاق العمومي والإستثمار الخاص اختبار أثر المزاحمة عبر المعاينة المعادة [Public Spending and Private Investment: Test of Crowding-out Effects through Re-sampling]," MPRA Paper 56381, University Library of Munich, Germany, revised 03 Dec 2002.
- Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
- Otsu, Taisuke, 2008. "Conditional empirical likelihood estimation and inference for quantile regression models," Journal of Econometrics, Elsevier, vol. 142(1), pages 508-538, January.
- Marine Carrasco, 2004. "Chi-square Tests for Parameter Stability," RCER Working Papers 508, University of Rochester - Center for Economic Research (RCER).
- Brendan P. M. McCabe & Christopher L. Skeels, 2020. "Distributions You Can Count On …But What’s the Point?," Econometrics, MDPI, vol. 8(1), pages 1-36, March.
- Anselin, Luc & Bera, Anil K. & Florax, Raymond & Yoon, Mann J., 1996. "Simple diagnostic tests for spatial dependence," Regional Science and Urban Economics, Elsevier, vol. 26(1), pages 77-104, February.
- Doğan, Osman & Taşpınar, Süleyman & Bera, Anil K., 2021. "A Bayesian robust chi-squared test for testing simple hypotheses," Journal of Econometrics, Elsevier, vol. 222(2), pages 933-958.
- Malabika Koley & Anil K. Bera, 2022. "Testing for spatial dependence in a spatial autoregressive (SAR) model in the presence of endogenous regressors," Journal of Spatial Econometrics, Springer, vol. 3(1), pages 1-46, December.
- Russell Davidson & James G. MacKinnon, 1986. "Testing the Specification of Econometric Models in Regression and Non-Regression Directions," Working Paper 642, Economics Department, Queen's University.
- Bera Anil K. & Bilias Yannis & Yoon Mann J. & Taşpınar Süleyman & Doğan Osman, 2020. "Adjustments of Rao’s Score Test for Distributional and Local Parametric Misspecifications," Journal of Econometric Methods, De Gruyter, vol. 9(1), pages 1-29, January.
- Dutta, Jayasri & Zaman, Asad, 1989. "What Do Heteroskedasticity Tests Detect?," MPRA Paper 113344, University Library of Munich, Germany, revised Dec 1992.
- Antoine Giannetti, 2024. "A simple test of misspecification for linear asset pricing models," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 305-330, September.
- Godfrey, L G & Orme, C D, 1994.
"The Sensitivity of Some General Checks to Omitted Variables in the Linear Model,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 35(2), pages 489-506, May.
- Les Godfrey & Chris Orme, "undated". "The Sensitivity of some General Checks to Omitted Variables in the Linear Model," Discussion Papers 92/3, Department of Economics, University of York.
- Ghassan, Hassan B. & Alhajhoj, Hassan R., 2008. "ما هي طبيعة العلاقة بين الإنفاق الحكومي والإستثمار الخاص في الإقتصاد السعودي؟ [What is the Nature of the Relationship between Government Spending and Private Investment in Saudi Arabia?]," MPRA Paper 56377, University Library of Munich, Germany, revised 11 Jan 2009.
- Yang, Jian, 2001. "Structural change tests under regression misspecifications," Economics Letters, Elsevier, vol. 70(3), pages 311-317, March.
- Skeels, Christopher L. & Vella, Francis, 1999. "A Monte Carlo investigation of the sampling behavior of conditional moment tests in Tobit and Probit models," Journal of Econometrics, Elsevier, vol. 92(2), pages 275-294, October.