Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (Q4976481)
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scientific article; zbMATH DE number 6754887
Language | Label | Description | Also known as |
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English | Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence |
scientific article; zbMATH DE number 6754887 |
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Generalized $$C(\alpha )$$ Tests for Estimating Functions with Serial Dependence (English)
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31 July 2017
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testing
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\(C(\alpha)\) test
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estimating function
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generalized method of moment (GMM)
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serial dependence
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pseudo-likelihood
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\(M\)-estimator
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nonlinear model
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score test
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Lagrange multiplier test
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heteroskedasticity
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