Specification Tests Based on Artificial Regressions
نویسندگان
چکیده
منابع مشابه
Artificial Regressions
Associated with every popular nonlinear estimation method is at least one “artificial” linear regression. We define an artificial regression in terms of three conditions that it must satisfy. Then we show how artificial regressions can be useful for numerical optimization, testing hypotheses, and computing parameter estimates. Several existing artificial regressions are discussed and are shown ...
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ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1990
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1990.10475329