✦ LIBER ✦

Significance tests in the presence of model uncertainty and specification search

✍ Scribed by Mark B. Stewart

Book ID: 116099595
Publisher: Elsevier Science
Year: 1984
Tongue: English
Weight: 230 KB
Volume: 16
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(84)90181-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Tests for model specification in the pre

Tests for model specification in the presence of alternative hypotheses: Some further results

✍ James G. MacKinnon; Halbert White; Russell Davidson 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 891 KB

Modeling in the presence of switching un

Modeling in the presence of switching uncertainties

✍ Van Moer, W.; Rolain, Y.; Pintelon, R. 📂 Article 📅 2001 🏛 IEEE 🌐 English ⚖ 118 KB

Model reduction in the presence of uncer

Model reduction in the presence of uncertainty in model parameters

✍ Chuili Sun; Juergen Hahn 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 253 KB

Testing the specification of multivariat

Testing the specification of multivariate models in the presence of alternative hypotheses

✍ Russell Davidson; James G. MacKinnon 📂 Article 📅 1983 🏛 Elsevier Science 🌐 English ⚖ 678 KB

Forecasting Substantial Data Revisions i

Forecasting Substantial Data Revisions in the Presence of Model Uncertainty

✍ Anthony Garratt; Gary Koop; Shaun P. Vahey 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB

Recursive system identification in the p

Recursive system identification in the presence of noise and model uncertainties

✍ Er-Wei Bai; Roberto Tempo; Krishan Nagpal 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 402 KB

The main contribution of this paper is a recursive algorithm for parametric system identification in the presence of both noise and model uncertainties. The estimates provided by this algorithm are not invalidated, after a learning period, by the observed input-output data and the assumed system and