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person:"Herwartz, Helmut"
~person:"Andrews, Donald W. K."
~subject:"Conditional likelihood ratio test"
~type:"book"
~type_genre:"Non-commercial literature"
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Conditional likelihood ratio test
Statistical test
19
Statistischer Test
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Theorie
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Theory
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ARCH model
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ARCH-Modell
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Method of moments
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Momentenmethode
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Estimation theory
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Autokorrelation
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Heteroscedasticity
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Heteroskedastizität
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Induktive Statistik
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Statistical inference
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Asymptotics
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Confidence set
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IV-Schätzung
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Test
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Analysis of variance
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Bootstrap-Verfahren
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Causality analysis
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Identification
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Modellierung
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Moment conditions
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Herwartz, Helmut
Andrews, Donald W. K.
Guggenberger, Patrik
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Cowles Foundation discussion paper
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Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
Persistent link: https://www.econbiz.de/10010470613
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2
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
-
2014
-
rev.
Persistent link: https://www.econbiz.de/10010487255
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