Covariance Model with General Linear Structure and Divergent Parameters

DOI10.1080/07350015.2022.2142593arXiv2205.07174OpenAlexW4309296847MaRDI QIDQ6190754

Xinyan Fan, Chih-Ling Tsai, Tao Zou, Wei Lan

Publication date: 6 March 2024

Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2205.07174

zbMATH Keywords

linear covariance structurediverging parametersquasi-likelihood ratio testextended Bayesian information criteriacovariance models with general linear structure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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