• Sign In / Register
  • Help
  • Basket0
Dynamic Nonlinear Econometric Models: Asymptotic Theory (Hardback)
  • Dynamic Nonlinear Econometric Models: Asymptotic Theory (Hardback)
zoom

Dynamic Nonlinear Econometric Models: Asymptotic Theory (Hardback)

(author), (author)
£159.99
Hardback 312 Pages / Published: 17/07/1997
  • We can order this

Usually despatched within 3 weeks

  • This item has been added to your basket
Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy- namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. In two articles in Econometric Reviews, i.e., Poetscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. Among others, the class of M-estimators contains least mean distance estimators (includ- ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men- tioned articles a number of then new results. One example is a consis- tency result for the case where the identifiable uniqueness condition fails.

Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN: 9783540628576
Number of pages: 312
Weight: 1410 g
Dimensions: 235 x 155 x 19 mm
Edition: 1997 ed.

You may also be interested in...

Networks: A Very Short Introduction
Added to basket
Stochastic Differential Equations
Added to basket
Schaum's Outline of Fluid Dynamics
Added to basket
Mathematics for Finance
Added to basket
Linear Algebra
Added to basket
£29.99
Paperback
Maths Skills for A Level Business Studies
Added to basket
Probability
Added to basket
£24.99
Paperback
The Economist Numbers Guide 6th Edition
Added to basket
Doing Bayesian Data Analysis
Added to basket
Mathematics for Economics and Business
Added to basket
Mathematical Techniques
Added to basket

Reviews

Please sign in to write a review

Your review has been submitted successfully.