Testing, confidence regions, model selection, and asymptotic theory
Year of publication: |
1995
|
---|---|
Authors: | Gourieroux, Christian ; Monfort, Alain |
Other Persons: | Vuong, Quang (contributor) |
Published in: |
Statistics and econometric models ; Vol. 2
|
Publisher: |
Cambridge [u.a.] : Cambridge Univ. Press |
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test |
Description of contents: | Table of Contents [gbv.de] ; Description [zbmath.org] |
-
Teyssière, Gilles, (2000)
-
The likelihood test under non-standard conditions : testing the Markov trend model of GNP
Hansen, Bruce E., (1991)
-
Specifying and diagnostically testing econometric models
Stokes, Houston H., (1991)
- More ...
-
Statistics and econometric models
Gourieroux, Christian, (1995)
-
General concepts, estimation, prediction and algorithms
Gourieroux, Christian, (1995)
-
Microinformation, Nonlinear Filtering and Granularity
Gagliardini, Patrick, (2010)
- More ...