Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (Q4730670)
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scientific article; zbMATH DE number 4115809
Language | Label | Description | Also known as |
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English | Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series |
scientific article; zbMATH DE number 4115809 |
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Hypothesis Testing in Semiparametric and Nonparametric Models for Econometric Time Series (English)
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1989
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incompletely-specified models
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rational expectations models
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market disequilibrium model
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semiparametric
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econometric time series models
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finite-dimensional functional
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infinite-dimensional nuisance function
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estimated covariance matrix
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spectral density estimation
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large sample
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