Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 3 of 3 for “"Parametric Misspecification"”.
-
Essays on testing spatial models
… LM test statistics are valid when there is local parametric misspecification in the alternative model. Our robust LM test statistics can be used to test the presence of the contemporaneous spatial lag, time lag and spatial-time lag in an SDPD model. In a Monte Carlo study, we demonstrate that our …
-
On the resolution of misspecification in stochastic optimization, variational inequality, and game-theoretic problems
… of convex stochastic Nash games complicated by a parametric misspecification, a natural concern in the control of large- scale networked engineered system. In both schemes, players learn the equilibrium strategy while resolving the misspecification: (1) Stochastic Nash games: We present a set of …
-
Specification testing of spatial econometric models
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2024-09-16 without embargo terms