Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components
from the Table of Contents: Introduction; Bias and test size when g(.) is linear; A reduced form test for non-linear g(.) and relative performance in four models; Summary and Conclusions; References; Appendices;| Link(s) zu Dokument(en): | IHS Publikation |
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| Hauptverfasser: | , |
| Format: | IHS Series NonPeerReviewed |
| Sprache: | Englisch |
| Veröffentlicht: |
Institut für Höhere Studien
2010
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| Zusammenfassung: | from the Table of Contents: Introduction; Bias and test size when g(.) is linear; A reduced form test for non-linear g(.) and relative performance in four models; Summary and Conclusions; References; Appendices; |
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