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Publication:3906297
zbMath0456.62082MaRDI QIDQ3906297
Publication date: 1981
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
scoringlikelihood ratio testasymptotic propertiesWald testmaximum likelihoodleast squaresmodel specificationseemingly unrelated regressionsLagrange multiplier teststochastic difference equationssimultaneous equation modelstransfer function modelsinstrumental variable estimatorsARIMA time series modelsGauss-Newton iterative algorithmtests of misspecificationtwo step estimators
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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