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Specification tests for non‐Gaussian maximum likelihood estimators - MaRDI portal

Specification tests for non‐Gaussian maximum likelihood estimators (Q5164499)

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scientific article; zbMATH DE number 7424735
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Specification tests for non‐Gaussian maximum likelihood estimators
scientific article; zbMATH DE number 7424735

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    Specification tests for non‐Gaussian maximum likelihood estimators (English)
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    11 November 2021
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    Durbin-Wu-Hausman tests
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    partial adaptivity
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    semiparametric estimators
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    singular covariance matrices
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    uncertainty and the business cycle
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