Encompassing: formulation, properties and testing

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zbMath0868.62087MaRDI QIDQ1352563

Geert Dhaene

Publication date: 18 February 1997

Published in: Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

linear model Kullback-Leibler information criterion encompassing principle encompassing tests pseudo-tree values

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02)

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On the specification and estimation of large scale simultaneous structural macroeconometric models ⋮ Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators

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