Third-order inference for autocorrelation in nonlinear regression models
From MaRDI portal
Publication:2276174
DOI10.1016/j.jspi.2011.04.019zbMath1221.62102MaRDI QIDQ2276174
Publication date: 1 August 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.019
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62J02: General nonlinear regression
65C05: Monte Carlo methods
91D20: Mathematical geography and demography
Related Items
Improved inference for moving average disturbances in nonlinear regression models, Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Improved likelihood-based inference for the stationary AR(2) model
- Improved inference for first-order autocorrelation using likelihood analysis
- Modified signed log likelihood ratio
- Probit with Dependent Observations
- Saddle point approximation for the distribution of the sum of independent random variables
- Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
- Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis
- The Maximum Likelihood and the Nonlinear Three-Stage Least Squares Estimator in the General Nonlinear Simultaneous Equation Model
- A simple general formula for tail probabilities for frequentist and Bayesian inference