Misspecification of noncausal order in autoregressive processes
Christian Gourieroux, Joann Jasiak
| Year of publication: |
2018
|
|---|---|
| Authors: | Gouriéroux, Christian ; Jasiak, Joann |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 205.2018, 1, p. 226-248
|
| Subject: | Binding function | Encompassing | Indirect inference | Misspecification | Non-nested hypotheses | Noncausal process | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Autokorrelation | Autocorrelation | Modellierung | Scientific modelling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012110259