A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Year of publication: |
2015
|
---|---|
Authors: | Atukorala, Ranjani ; Sriananthakumar, Sivagowry |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 45.2015, p. 169-174
|
Subject: | Kullback-Leibler information | Small disturbance asymptotic distribution | Large sample asymptotic distribution | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Regressionsanalyse | Regression analysis |
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