Robust Estimation and Inference for Threshold Models with Integrated Regressors
Year of publication: |
2013
|
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Authors: | Chen, Haiqiang |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Momentenmethode | Method of moments | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (45 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2287442 [DOI] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: | ECONIS - Online Catalogue of the ZBW |
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