Mann Yoon

California State University, Los Angeles - Department of Economics & Statistics

Los Angeles

Los Angeles, CA 90032

United States

SCHOLARLY PAPERS

2

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65

SSRN CITATIONS

1

CROSSREF CITATIONS

3

Scholarly Papers (2)

1.

Adjustments of Rao's Score Test for Distributional and Local Parametric Misspecifications

Number of pages: 41 Posted: 27 Nov 2017 Last Revised: 19 Apr 2019
University of Illinois at Urbana-Champaign - Department of Economics, Athens University of Economics and Business, California State University, Los Angeles - Department of Economics & Statistics, CUNY Queens College, Department of Economics and CUNY The Graduate Center - Department of Economics
Downloads 65 (429,172)
Citation 4

Abstract:

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Rao's score test, Lagrange multiplier test, robust LM test, specification testing, locally misspecified model, QMLE, inference

Tests for the Error Component Model in the Presence of Local Misspecification

University of Illinois at Urbana-Champaign, Bureau of Economics & Business Research Working Paper No. 98-0103
Posted: 26 Mar 1999
University of Illinois at Urbana-Champaign - Department of Economics, Universidad Nacional de La Plata - Faculty of Economics and California State University, Los Angeles - Department of Economics & Statistics

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Tests for the Error Component Model in the Presence of Local Misspecification

University of Illinois, Bureau of Economics & Business Research Working Paper 98-0103
Posted: 25 Feb 1998
University of Illinois at Urbana-Champaign - Department of Economics, Universidad Nacional de La Plata - Faculty of Economics and California State University, Los Angeles - Department of Economics & Statistics

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