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Latest revision as of 09:11, 14 June 2024

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Misspecified models with dependent observations
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    Misspecified models with dependent observations (English)
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    1982
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    misspecified models
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    dependent observations
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    nonlinear regression model
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    consistency
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    asymptotic normality
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    least-squares estimator
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    weighted least-squares approximation
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    specification-robust estimator of asymptotic covariance matrix
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    covariance estimator
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    identifiable unique minimizer
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    central limit results
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    new model specification tests
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    information matrix testing principle
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