Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481)
From MaRDI portal
scientific article; zbMATH DE number 6754887
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence |
scientific article; zbMATH DE number 6754887 |
Statements
Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (English)
0 references
31 July 2017
0 references
testing
0 references
\(C(\alpha)\) test
0 references
estimating function
0 references
generalized method of moment (GMM)
0 references
serial dependence
0 references
pseudo-likelihood
0 references
\(M\)-estimator
0 references
nonlinear model
0 references
score test
0 references
Lagrange multiplier test
0 references
heteroskedasticity
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
