Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (Q4979076): Difference between revisions
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scientific article; zbMATH DE number 6304750
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes |
scientific article; zbMATH DE number 6304750 |
Statements
Detecting misspecifications in autoregressive conditional duration models and non-negative time-series processes (English)
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16 June 2014
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autoregressive conditional duration
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dispersion clustering
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finite sample correction
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generalized spectral derivative
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nonlinear time series
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parameter estimation uncertainty
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Wooldridge's device
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