Likelihood-Based Specification Tests for Dynamic Factor Models (Q2926308): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.14490/jjss.43.91 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2126779467 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 23:27, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-Based Specification Tests for Dynamic Factor Models |
scientific article |
Statements
Likelihood-Based Specification Tests for Dynamic Factor Models (English)
0 references
23 October 2014
0 references
dynamic factor model
0 references
Lagrange multiplier test
0 references
specification test
0 references
state-space model
0 references
