Consistent Order Selection with Strongly Dependent Data and its Application to Efficient Estimation
Year of publication: |
[2008]
|
---|---|
Authors: | Hidalgo, Javier S. |
Publisher: |
[2008]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Regressionsanalyse | Regression analysis | Lag-Modell | Lag model |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Series: | LSE STICERD Research Paper ; No. EM430 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2002 erstellt |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Development and validation of credit-scoring models
Glennon, Dennis C., (2007)
-
Frölich, Markus, (2010)
-
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick, (2007)
- More ...
-
Specification Testing for Regression Models with Dependent Data
Hidalgo, Javier S., (2008)
-
Consistent Estimation of the Memory Parameter for Nonlinear Time Series
Dalla, Violetta, (2008)
-
A Parametric Bootstrap Test for Cycles
Dalla, Violetta, (2008)
- More ...