Items where Author is "Sosa-Escudero, W."
Montes-Rojas, G., Bera, A. K. & Sosa-Escudero, W. (2016). A New Robust and Most Powerful Test in the Presence of Local Misspeci cation. Communications in Statistics - Theory and Methods, 46(16), pp. 8187-8198. doi: 10.1080/03610926.2016.1177077
Zincenko, F., Sosa-Escudero, W. & Montes-Rojas, G. (2014). Robust tests for time-invariant individual heterogeneity versus dynamic state dependence. Empirical Economics, 47(4), pp. 1365-1387. doi: 10.1007/s00181-013-0788-0
Galvao Jr, A. F., Montes-Rojas, G., Sosa-Escudero, W. & Wang, L. (2013). Tests for skewness and kurtosis in the one-way error component model. Journal of Multivariate Analysis, 122, pp. 35-52. doi: 10.1016/j.jmva.2013.07.002
Montes-Rojas, G. & Sosa-Escudero, W. (2011). Robust tests for heteroskedasticity in the one-way error components model. Journal of Econometrics, 160(2), pp. 300-310. doi: 10.1016/j.jeconom.2010.09.010
Bera, A. K., Montes-Rojas, G. & Sosa-Escudero, W. (2010). General specification testing with locally misspecified models. Econometric Theory, 26(6), pp. 1838-1845. doi: 10.1017/s0266466609990818