Encompassing and indirect inference (Q3598288)

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scientific article

Language	Label	Description	Also known as
English	Encompassing and indirect inference	scientific article

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scholarly article

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Encompassing and indirect inference (English)

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zbMATH Open document ID

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10.1007/BF02589066

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Christian Gouriéroux

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Journal of the Italian Statistical Society

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publication date

3 February 2009

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Mathematics Subject Classification ID

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zbMATH DE Number

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MaRDI profile type

MaRDI publication profile

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Simulated Moments Estimation of Markov Models of Asset Prices

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Testing the Rank and Definiteness of Estimated Matrices With Applications to Factor, State-Space and ARMA Models

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Testing nested or non-nested hypotheses

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Pseudo Maximum Likelihood Methods: Theory

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The Encompassing Principle and its Application to Testing Non-Nested Hypotheses

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full work available at URL

https://doi.org/10.1007/bf02589066

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Mathematics(1 entry)

mardi Publication:3598288

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