Encompassing: formulation, properties and testing

MaRDI QIDQ1352563zbMATH OpenFDO

Authors Geert Dhaene

Publication date 18 February 1997

Published in Lecture Notes in Economics and Mathematical Systems (Search for Journal in Brave)

zbMATH Keywords

linear modelKullback-Leibler information criterionencompassing principleencompassing testspseudo-tree values

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Recommendations

• Encompassing and indirect inference
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• scientific article; zbMATH DE number 1551462

Cited in

(4)

• On the specification and estimation of large scale simultaneous structural macroeconometric models
• Pseudo-maximum likelihood method, adjusted pseudo-maximum likelihood method and covariance estimators
• Encompassing in stationary linear dynamic models
• The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

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