Local Asymptotic Specification Error Analysis
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Publication:3681811
DOI10.2307/1911189zbMath0566.62097OpenAlexW2012987612MaRDI QIDQ3681811
Gary Skoog, Nicholas M. Kiefer
Publication date: 1984
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1911189
optimizationapproximationmaximum likelihooddiscrete choicetime-series modelsanalysis of misspecificationincorrect restriction
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) General nonlinear regression (62J02)
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