Third-order inference for autocorrelation in nonlinear regression models

DOI10.1016/J.JSPI.2011.04.019zbMATH Open1221.62102OpenAlexW2016381959MaRDI QIDQ2276174FDOQ2276174

Authors: P. E. Nguimkeu, Marie Rekkas 

Publication date: 1 August 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.04.019

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zbMATH Keywords

\(p\)-valuelikelihood analysis

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Mathematical geography and demography (91D20) Hypothesis testing in multivariate analysis (62H15)

Cites Work

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• Probit with Dependent Observations
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• Improved likelihood-based inference for the stationary AR(2) model
• Statistical Inference in an Implicit, Nonlinear, Simultaneous Equation Mode in the Context of Maximum Likelihood Estimation
• Testing for Autocorrelated Disturbances in Nonlinear Regression Analysis
• Improved inference for first-order autocorrelation using likelihood analysis

Cited In (4)

• Title not available (Why is that?)
• Improved likelihood-based inference in Birnbaum-Saunders nonlinear regression models
• Improved inference for moving average disturbances in nonlinear regression models
• Improved inference for first-order autocorrelation using likelihood analysis

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