No label defined (Q3698132)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | No label defined |
scientific article |
Statements
1984
0 references
Kullback-Leibler information
0 references
maximum likelihood estimator
0 references
dynamic model
0 references
quasi-maximum likelihood estimator
0 references
consistency
0 references
misspecification
0 references
asymptotic normality
0 references
asymptotic covariance matrix
0 references
model specification tests
0 references