Download torrent Dynamic Nonlinear Econometric Models : Asymptotic Theory

Dynamic Nonlinear Econometric Models : Asymptotic Theory. B.M. Potscher

---------------------------------------------------------------
Author: B.M. Potscher
Page Count: 323 pages
Published Date: 01 Oct 1997
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Publication Country: Berlin, Germany
Language: English
ISBN: 9783540628576
File Name: Dynamic.Nonlinear.Econometric.Models.Asymptotic.Theory.pdf
Download Link: Dynamic Nonlinear Econometric Models Asymptotic Theory
---------------------------------------------------------------

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., Potscher 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.

Read online Dynamic Nonlinear Econometric Models : Asymptotic Theory Buy and read online Dynamic Nonlinear Econometric Models : Asymptotic Theory Download and read Dynamic Nonlinear Econometric Models : Asymptotic Theory for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Dynamic Nonlinear Econometric Models : Asymptotic Theory