Nonnested Testing for Competing Autoregressive Dynamic Models Estimated by Instrumental Variables
DOI10.1080/03610926.2011.566975zbMath1284.62133OpenAlexW2038002894MaRDI QIDQ4649603
Efigénio Rebelo, Rui Nunes, Patrícia Oom do Valle
Publication date: 12 November 2012
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2011.566975
nonlinear instrumental variablesGauss-Newton regressionnonnested testsnonlinear regression functionserially correlated disturbances
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)
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