A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Ranjani Atukorala; Sivagowry Sriananthakumar
| Year of publication: |
2015
|
|---|---|
| Authors: | Atukorala, Ranjani ; Sriananthakumar, Sivagowry |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 45.2015, p. 169-174
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| Subject: | Kullback-Leibler information | Small disturbance asymptotic distribution | Large sample asymptotic distribution | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011334130