Simulated residuals
- 1 January 1987
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 34 (1-2) , 201-252
- https://doi.org/10.1016/0304-4076(87)90073-x
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- Residual analysis for censored duration dataEconomics Letters, 1985
- Généralisation des tests asymptotiques au cas ou le modèle est incomplétement spécifiéCahiers du Séminaire d'Économétrie, 1984
- The Performance of the Likelihood Ratio Test When the Model is IncorrectThe Annals of Statistics, 1977
- Asymptotic Properties of Non-Linear Least Squares EstimatorsThe Annals of Mathematical Statistics, 1969
- A General Definition of ResidualsJournal of the Royal Statistical Society Series B: Statistical Methodology, 1968