The relationship of minimum distance (MD) estimation to components of goodness-of-fit statistics is considered. M-estimation is viewed as a special case, with interesting interpretations in terms of ...
This paper analyzes the limit distribution of minimum distance (MD) estimators for nonstationary time series models that involve nonlinear parameter restrictions. A rotation for the restricted ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback