Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (Q2666046): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: nlmdl / rank | |||
Normal rank | |||
Revision as of 22:28, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator |
scientific article |
Statements
Testing for the sandwich-form covariance matrix of the quasi-maximum likelihood estimator (English)
0 references
22 November 2021
0 references
information matrix equality
0 references
sandwich-form covariance matrix
0 references
heteroskedasticity-consistent covariance matrix estimator
0 references
heteroskedasticity and autocorrelation-consistent covariance matrix estimator
0 references
