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A new robust and most powerful test in the presence of local misspecification |
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| Authors: | Anil K. Bera Walter Sosa-Escudero |
| Affiliation: | 1. Department of Economics, University of Illinois, Urbana-Champaign, Urbana, IL, USA;2. Department of Economics, Universidad de San Andres and CONICET, Victoria, Provincia de Buenos Aires, Argentina |
| Abstract: | |
| Keywords: | Local misspecification Neyman's C(α) Rao's score test specification testing |