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
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Jun Ma: U of Alabama

Working Papers from University of Washington, Department of Economics

Date: 2008-09, Revised 2008-09
New Economics Papers: this item is included in nep-ecm
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Working Paper: Valid Inference for a Class of Models Where Standard Inference Performs Poorly: Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components (2010)
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