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
- OpenAlex
- https://openalex.org/W2091020207
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:123204039
Keywords
Inference, Estimation, Econometrics, Economics, Mathematical economics
References
No references recorded for this paper.
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