EconPapers    
Economics at your fingertips  
 

Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components

Jun Ma and Charles Nelson
Additional contact information
Jun Ma: Department of Economics, Finance and Legal Studies, University of Alabama

No 256, Economics Series from Institute for Advanced Studies

Keywords: ARMA; unobserved components; state space; GARCH; zero-information-limit-condition (search for similar items in EconPapers)
JEL-codes: C12 C22 C33 (search for similar items in EconPapers)
Pages: 34 pages
Date: 2010-09
New Economics Papers: this item is included in nep-ecm and nep-ets
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://irihs.ihs.ac.at/id/eprint/2017 First version, 2010 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ihs:ihsesp:256

Ordering information: This working paper can be ordered from
Institute for Advanced Studies - Library, Josefstädterstr. 39, A-1080 Vienna, Austria

Access Statistics for this paper

More papers in Economics Series from Institute for Advanced Studies Josefstädterstr. 39, A-1080 Vienna, Austria. Contact information at EDIRC.
Bibliographic data for series maintained by Doris Szoncsitz ().

 
Page updated 2025-03-19
Handle: RePEc:ihs:ihsesp:256