Estimation and inference in econometrics

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Summary

A theme of the text is the use of artificial regressions for estimation, reference, and specification testing of nonlinear models, including diagnostic tests for parameter constancy, serial correlation, heteroscedasticity, and other types of mis-specification.

Type
article
Published
1994-05-01
Cited by
6,304
References
2
Access
Open access

Keywords

Inference, Estimation, Econometrics, Economics, Mathematical economics

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