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Items where Author is "Sosa-Escudero, W."

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Article

Montes-Rojas, G., Bera, A. K. and Sosa-Escudero, W. (2016). A New Robust and Most Powerful Test in the Presence of Local Misspeci cation. Communications in Statistics - Theory and Methods, doi: 10.1080/03610926.2016.1177077

Zincenko, F., Sosa-Escudero, W. and 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. and 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. and 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. and Sosa-Escudero, W. (2010). General specification testing with locally misspecified models. Econometric Theory, 26(6), pp. 1838-1845. doi: 10.1017/S0266466609990818

This list was generated on Thu Feb 20 05:08:05 2020 UTC.