Exact critical regions and confidence intervals for maximum likelihood estimators in the exponential regression model

DOI10.1016/0165-1765(93)90144-2zbMath0800.62765OpenAlexW1983469128MaRDI QIDQ1311217

John L. Knight, Stephen E. Satchell

Publication date: 13 January 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(93)90144-2

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

The exact distribution of the maximum likelihood estimators for the linear regression negative exponential model

Cites Work

• Specification diagnostics based on Laguerre alternatives for econometric models of duration
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