Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood
Willa W. Chen; Rohit S. Deo
| Year of publication: |
2009
|
|---|---|
| Authors: | Chen, Willa W. ; Deo, Rohit S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 25.2009, 5, p. 1143-119
|
| Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885740