Specification tests for non-Gaussian maximum likelihood estimators
Year of publication: |
2021
|
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Authors: | Fiorentini, Gabriele ; Sentana, Enrique |
Published in: |
Quantitative Economics. - New Haven, CT : The Econometric Society, ISSN 1759-7331. - Vol. 12.2021, 3, p. 683-742
|
Publisher: |
New Haven, CT : The Econometric Society |
Subject: | Durbin-Wu-Hausman tests | partial adaptivity | semiparametric estimators | singular covariance matrices | uncertainty and the business cycle |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3982/QE1406 [DOI] 1765952174 [GVK] hdl:10419/253596 [Handle] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele, (2021)
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Specification tests for non-Gaussian maximum likelihood estimators
Fiorentini, Gabriele, (2018)
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