Specification tests for non‐Gaussian maximum likelihood estimators (Q5164499)
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scientific article; zbMATH DE number 7424735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Specification tests for non‐Gaussian maximum likelihood estimators |
scientific article; zbMATH DE number 7424735 |
Statements
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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