Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670)
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: Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series |
scientific article; zbMATH DE number 4115809
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series |
scientific article; zbMATH DE number 4115809 |
Statements
Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (English)
0 references
1989
0 references
incompletely-specified models
0 references
rational expectations models
0 references
market disequilibrium model
0 references
semiparametric
0 references
econometric time series models
0 references
finite-dimensional functional
0 references
infinite-dimensional nuisance function
0 references
estimated covariance matrix
0 references
spectral density estimation
0 references
large sample
0 references
0.97503537
0 references
0.9136329
0 references
0.9073353
0 references
0.8984065
0 references