Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 22:31, 7 February 2024
scientific article; zbMATH DE number 4115809
Language | Label | Description | Also known as |
---|---|---|---|
English | Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series |
scientific article; zbMATH DE number 4115809 |
Statements
Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (English)
0 references
1989
0 references
incompletely-specified models
0 references
rational expectations models
0 references
market disequilibrium model
0 references
semiparametric
0 references
econometric time series models
0 references
finite-dimensional functional
0 references
infinite-dimensional nuisance function
0 references
estimated covariance matrix
0 references
spectral density estimation
0 references
large sample
0 references