Publication:4870467

zbMath0870.62088MaRDI QIDQ4870467

Publication date: 19 March 1996

maximum likelihood estimation; asymptotic efficiency; asymptotic tests; Bayesian estimation; asymptotic theory; confidence regions; numerical algorithms; uniformly most powerful tests; M-estimation; multiple tests; method of moments estimation; nonnested models; model selection procedures; Kalman filtering methods; likelihood ratio principle; estimation under equality constraints; unbiased and invariant tests

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics

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