Misspecified models with dependent observations (Q1050063)
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English | Misspecified models with dependent observations |
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Misspecified models with dependent observations (English)
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1982
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misspecified models
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dependent observations
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nonlinear regression model
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consistency
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asymptotic normality
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least-squares estimator
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weighted least-squares approximation
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specification-robust estimator of asymptotic covariance matrix
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covariance estimator
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identifiable unique minimizer
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central limit results
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new model specification tests
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information matrix testing principle
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