Specification testing with locally misspecified alternatives

Keyphrases

• Misspecified 100%
• Specification Testing 100%
• C-test 100%
• Specification Test 66%
• Local Misspecification 66%
• Asymptotic Distribution 33%
• Covariance Matrix 33%
• Optimality Properties 33%
• Lagrange multiplier 33%
• Lagrange multiplier Test 33%
• Asymptotically Equivalent 33%
• Neyman 33%
• Mean Matrix 33%
• Asymptotic Power 33%

Mathematics

• Misspecification 100%
• Asymptotics 50%
• Optimality 50%
• Asymptotic Distribution 50%
• Statistics 50%
• Lagrange Multiplier 50%
• Covariance Matrix 50%
• Lagrange Multiplier Test 50%

Economics, Econometrics and Finance

• Scientific Modelling 100%