Nonlinear Regression with Dependent Observations
type: Item
instance of: scholarly article
title: Nonlinear Regression with Dependent Observations
zbMATH Open document ID: 0533.62055
DOI: 10.2307/1911465
author: Halbert White
author: Ian Domowitz
published in: Econometrica
publication date: 1984-01-01T00:00:00Z
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60G10
zbMATH DE Number: 3846684
zbMATH Keywords: dependent observations
zbMATH Keywords: new covariance matrix estimator
zbMATH Keywords: new tests for model misspecification
zbMATH Keywords: consistency
zbMATH Keywords: asymptotic normality
zbMATH Keywords: nonlinear least squares estimators
zbMATH Keywords: extensions of the law of large numbers
zbMATH Keywords: central limit theorem
zbMATH Keywords: random processes with mixing conditions
zbMATH Keywords: information matrix testing principle
MaRDI profile type: Publication
OpenAlex ID: W1970465574
description: scientific article