COMPARING NONNESTED, MISSPECIFIED MODELS

被引：0
|
作者：
FINDLEY, D [1 ]
机构：
[1] US DEPT COMMERCE,BUR CENS,WASHINGTON,DC 20233
来源：
THEORY OF PROBABILITY AND ITS APPLICATIONS | 1992年 / 37卷 / 02期
关键词：
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：274 / 283
页数：10
相关论文
共 50 条
  • [41] Forecasting and signal extraction with misspecified models
    Proietti, T
    [J]. JOURNAL OF FORECASTING, 2005, 24 (08) : 539 - 556
  • [42] Misspecified Restriction in Partial Linear Models
    Arashi, Mohammad
    Valizadeh, Toktam
    [J]. PROCEEDINGS OF THE THIRTEENTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, VOL 1, 2020, 1001 : 387 - 400
  • [43] SEMIPARAMETRIC SPECIFICATION TESTING OF NONNESTED ECONOMETRIC-MODELS
    DELGADO, MA
    STENGOS, T
    [J]. REVIEW OF ECONOMIC STUDIES, 1994, 61 (02): : 291 - 303
  • [44] Genes, jealousy, and the replication of misspecified models
    DeSteno, DA
    Salovey, P
    [J]. PSYCHOLOGICAL SCIENCE, 1996, 7 (06) : 376 - 377
  • [45] Identifiability of the misspecified split hazard models
    Jaggia, Sanjiv
    [J]. APPLIED ECONOMICS, 2011, 43 (24) : 3441 - 3447
  • [46] Bayesian Inference for Misspecified Generative Models
    Nott, David J.
    Drovandi, Christopher
    Frazier, David T.
    [J]. ANNUAL REVIEW OF STATISTICS AND ITS APPLICATION, 2024, 11 : 179 - 202
  • [47] Inference for Misspecified Models With Fixed Regressors
    Abadie, Alberto
    Imbens, Guido W.
    Zheng, Fanyin
    [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2014, 109 (508) : 1601 - 1614
  • [48] On Convergence of the QMLE for Misspecified GARCH Models
    Jensen, Anders Tolver
    Lange, Theis
    [J]. JOURNAL OF TIME SERIES ECONOMETRICS, 2010, 2 (01)
  • [49] Parameter Bounds Under Misspecified Models
    Richmond, Christ D.
    Horowitz, Larry L.
    [J]. 2013 ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS AND COMPUTERS, 2013, : 176 - 180
  • [50] Misspecified heterogeneity in panel data models
    Lázló Mátyás
    Pierre Blanchard
    [J]. Statistical Papers, 1998, 39 : 1 - 27
12345