scientific article; zbMATH DE number 978873

MaRDI QIDQ4332884zbMATH OpenFDO

Authors

Publication date 17 February 1997

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)

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(6)

• Nonlinear Regression with Dependent Observations
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• VARSOVIAN MODELS I
• Nonlinearity induced weak instrumentation
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• Investigating Nonlinearity: A Note on the Estimation of Hamilton's Random Field Regression Model

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