Nonlinear Models (The International Library of Critical Writings in Econometrics series) - Tapa dura

 
9781858983820: Nonlinear Models (The International Library of Critical Writings in Econometrics series)
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ISBN 10: 1858983827 ISBN 13: 9781858983820
Editorial: Edward Elgar Publishing Ltd, 1997

Sinopsis

The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.

The selection of earlier articles on nonlinear parametric models is extensive and, although they are not all equally influential, each has played a significant part in the development of the field. The more recent articles have been selected on the basis of their potential importance for the further development of this sphere of study.

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Acerca del autor

Edited by Herman J. Bierens, Robert H. and Nancy Dedman Trustee Professor of Economics, Southern Methodist University, US and Professor of Econometrics, Tilburg University, The Netherlands and A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US

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Editorial
Edward Elgar Publishing Ltd
Año de publicación
1997
Idioma
Inglés
ISBN 10 
1858983827
ISBN 13 
9781858983820
Encuadernación
Tapa dura
Número de páginas
1016
Editor
Bierens Herman J., Gallant A. R.
Contacto del fabricante
no disponible
Persona responsable
Buchpark GmbH
gpsr@buchpark.de

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