Testing under local misspecification and artificial regressions

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 104
Issue: 2
Pages: 66-68

Authors (3)

Bera, Anil K. (not in RePEc) Montes-Rojas, Gabriel (Universidad de Buenos Aires) Sosa-Escudero, Walter (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

An additivity property of LM tests is derived, linking joint, marginal and Bera-Yoon "adjusted" tests, hence the latter can be derived as the difference of the first two. An artificial regression framework provides an intuitive geometrical illustration of the Bera-Yoon principle.

Technical Details

RePEc Handle
repec:eee:ecolet:v:104:y:2009:i:2:p:66-68
Journal Field
General
Author Count
3
Added to Database
2026-01-26