scientific article; zbMATH DE number 857931
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Publication:4870467
zbMath0870.62088MaRDI QIDQ4870467
Christian Gouriéroux, Alain Monfort
Publication date: 19 March 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationasymptotic efficiencyasymptotic testsBayesian estimationasymptotic theoryconfidence regionsnumerical algorithmsuniformly most powerful testsM-estimationmultiple testsmethod of moments estimationnonnested modelsmodel selection proceduresKalman filtering methodslikelihood ratio principleestimation under equality constraintsunbiased and invariant tests
Applications of statistics to economics (62P20) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
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