Misspecified models with dependent observations (Q1050063)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Misspecified models with dependent observations
scientific article

    Statements

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