Inference in a structural heteroskedastic calibration model
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Publication:2340396
DOI10.1007/s00362-014-0592-8zbMath1309.62120OpenAlexW2056819229MaRDI QIDQ2340396
Publication date: 16 April 2015
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-014-0592-8
estimationEM algorithmmaximum likelihoodcalibrationhypotheses testingstructural modelsmeasurement error models
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- Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
- A heteroscedastic structural errors-in-variables model with equation error
- Inference about comparative precision in linear structural relationships
- Hypotheses testing for structural calibration model
- A note on asymptotic testing theory for nonhomogeneous observations
- Measurement Error
- On the control of asynchronous machines with races
- Measurement Error in Nonlinear Models
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
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