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scientific article; zbMATH DE number 978873 - MaRDI portal

scientific article; zbMATH DE number 978873

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Publication:4332884

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zbMath0867.62058MaRDI QIDQ4332884

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Publication date: 17 February 1997

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zbMATH Keywords

estimation consistency testing maximum-likelihood estimates confidence regions misspecification heteroskedasticity Nonlinear models time-series models data-heterogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) General nonlinear regression (62J02) Collections of articles of miscellaneous specific interest (00B15) Collections of reprinted articles (00B60)

Related Items (1)

Nonlinearity Induced Weak Instrumentation

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