Likelihood-based specification tests for dynamic factor models (Q2926308)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Likelihood-based specification tests for dynamic factor models |
scientific article; zbMATH DE number 6360749
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based specification tests for dynamic factor models |
scientific article; zbMATH DE number 6360749 |
Statements
23 October 2014
0 references
dynamic factor model
0 references
Lagrange multiplier test
0 references
specification test
0 references
state-space model
0 references
0.8996203
0 references
0.8880282
0 references
0.8840566
0 references
0.87678254
0 references
0 references
0.87509733
0 references
0.87374383
0 references
0.87191325
0 references
0.87175465
0 references
Likelihood-based specification tests for dynamic factor models (English)
0 references
