Local Asymptotic Specification Error Analysis

DOI10.2307/1911189zbMath0566.62097OpenAlexW2012987612MaRDI QIDQ3681811

Gary Skoog, Nicholas M. Kiefer

Publication date: 1984

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911189

zbMATH Keywords

optimizationapproximationmaximum likelihooddiscrete choicetime-series modelsanalysis of misspecificationincorrect restriction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) General nonlinear regression (62J02)

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