Likelihood ratio test, Wald test, and Kuhn-Tucker test in linear models with inequality constraints on the regression parameters
Year of publication: |
1982
|
---|---|
Authors: | Gourieéroux, Christian ; Holly, Alberto ; Monfort, Alain |
Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 50.1982, 1, p. 63-80
|
Subject: | Ökonometrik Schätzung | Statistiktheorie |
-
Identification in dynamic linear models with rational expectations
Blanchard, Olivier, (1982)
-
A bayesian procedure for testing regression disturbances for heteroskedasticity and autocorrelation
Lempers, F. B., (1970)
-
Parametric multiple regression risk models : theory and statistical analysis
Albrecht, Peter, (1983)
- More ...
-
Fourth Order Pseudo Maximum Likelihood Methods
Holly, Alberto, (2008)
-
Fourth order pseudo maximum likelihood methods
Holly, Alberto, (2011)
-
Fourth order pseudo maximum likelihood methods
Holly, Alberto, (2011)
- More ...