scientific article; zbMATH DE number 978873

zbMATH Open0867.62058MaRDI QIDQ4332884FDOQ4332884

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Publication date: 17 February 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

consistencyheteroskedasticityconfidence regionsestimationmisspecificationtestingNonlinear modelstime-series modelsmaximum-likelihood estimatesdata-heterogeneity

Mathematics Subject Classification ID

General nonlinear regression (62J02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Collections of articles of miscellaneous specific interest (00B15) Collections of reprinted articles (00B60)

Cited In (6)

• Title not available (Why is that?)
• Nonlinear Regression with Dependent Observations
• Title not available (Why is that?)
• Nonlinearity induced weak instrumentation
• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model
• VARSOVIAN MODELS I

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