GENERALIZED RESIDUALS

被引：198

作者：

GOURIEROUX, C

MONFORT, A

RENAULT, E

TROGNON, A

机构：

[1] INST NATL STAT & ETUD ECON,UNITE RECH,F-75014 PARIS,FRANCE

[2] ECOLE NATL SUPER AERONAUT & ESPACE,F-92240 MALAKOFF,FRANCE

来源：

JOURNAL OF ECONOMETRICS | 1987年 / 34卷 / 1-2期

关键词：

D O I：

10.1016/0304-4076(87)90065-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：5 / 32

页数：28

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[3]

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[4]

CHESHER A, 1987, J ECONOMET, V34

[5] A GENERAL DEFINITION OF RESIDUALS [J].

COX, DR ;

SNELL, EJ .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1968, 30 (02) :248-&

[6] MAXIMUM LIKELIHOOD FROM INCOMPLETE DATA VIA EM ALGORITHM [J].

DEMPSTER, AP ;

LAIRD, NM ;

RUBIN, DB .

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (01) :1-38

[7]

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[8]

GOURIEROUX C, 1984, ENSAEINSEE8410 DOC T

[9]

Gourieroux Christian, 1985, ECON THEOR, V1, P315

[10]

McCullagh P., 1983, GEN LINEAR MODELS

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