Publication:3698132
From MaRDI portal
zbMath0577.62090MaRDI QIDQ3698132
Publication date: 1984
consistency; asymptotic normality; Kullback-Leibler information; maximum likelihood estimator; dynamic model; quasi-maximum likelihood estimator; misspecification; asymptotic covariance matrix; model specification tests
62P20: Applications of statistics to economics
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