Exogeneity Tests, Incomplete Models, Weak Identification and Non-Gaussian Distributions : Invariance and Finite-Sample Distributional Theory
Year of publication: |
2017
|
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Authors: | Doko Tchatoka, Firmin |
Other Persons: | Dufour, Jean-Marie (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Statistischer Test | Statistical test | Stochastischer Prozess | Stochastic process | Robustes Verfahren | Robust statistics | Monte-Carlo-Simulation | Monte Carlo simulation | Theorie | Theory |
Extent: | 1 Online-Ressource (55 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 30, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2891587 [DOI] |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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