MAXIMUM-LIKELIHOOD ESTIMATION OF MISSPECIFIED MODELS

被引:12
作者
CHOW, GC
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10.1016/0264-9993(84)90001-4
中图分类号
F [经济];
学科分类号
02 ;
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页码:134 / 138
页数:5
相关论文
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[2]  
CHOW GC, 1981, 1979 P EC SOC EUR M, P199
[3]  
CHOW GC, 1981, LARGE SCALE MACRO EC, P423
[4]   THE LAGRANGIAN MULTIPLIER TEST [J].
SILVEY, SD .
ANNALS OF MATHEMATICAL STATISTICS, 1959, 30 (02) :389-407
[5]   MAXIMUM-LIKELIHOOD ESTIMATION OF MIS-SPECIFIED MODELS [J].
WHITE, H .
ECONOMETRICA, 1982, 50 (01) :1-25