Dynamic Nonlinear Econometric Models: Asymptotic Theory

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9783540628576: 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., Pötscher 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.

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Benedikt M. Pötscher, Ingmar R. Prucha
Editorial: Springer Berlin Heidelberg 1997-07-17, Berlin (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Descripción Springer Berlin Heidelberg 1997-07-17, Berlin, 1997. hardback. Estado de conservación: New. Nº de ref. de la librería 9783540628576

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PÃ tscher, Benedikt M
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ISBN 10: 3540628576 ISBN 13: 9783540628576
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Descripción Springer, 2016. Paperback. Estado de conservación: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Nº de ref. de la librería ria9783540628576_lsuk

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Ingmar R. Prucha
Editorial: Springer Berlin Heidelberg Jul 1997 (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Descripción Springer Berlin Heidelberg Jul 1997, 1997. Buch. Estado de conservación: Neu. Neuware - 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., Pötscher 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. 328 pp. Englisch. Nº de ref. de la librería 9783540628576

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Ingmar R. Prucha
Editorial: Springer Berlin Heidelberg Jul 1997 (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Rheinberg-Buch
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Descripción Springer Berlin Heidelberg Jul 1997, 1997. Buch. Estado de conservación: Neu. Neuware - 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., Pötscher 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. 328 pp. Englisch. Nº de ref. de la librería 9783540628576

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Ingmar R. Prucha
Editorial: Springer Berlin Heidelberg Jul 1997 (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Agrios-Buch
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Descripción Springer Berlin Heidelberg Jul 1997, 1997. Buch. Estado de conservación: Neu. Neuware - 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., Pötscher 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. 328 pp. Englisch. Nº de ref. de la librería 9783540628576

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Benedikt M. Pötscher; Ingmar R. Prucha
Editorial: Springer (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Descripción Springer, 1997. Estado de conservación: New. Nº de ref. de la librería L9783540628576

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B.M. Potscher
Editorial: Springer-Verlag Berlin and Heidelberg GmbH and Co. KG (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Books2Anywhere
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Descripción Springer-Verlag Berlin and Heidelberg GmbH and Co. KG, 1997. HRD. Estado de conservación: New. New Book. Delivered from our US warehouse in 10 to 14 business days. THIS BOOK IS PRINTED ON DEMAND.Established seller since 2000. Nº de ref. de la librería IP-9783540628576

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BENEDIKT M. PÇÔTSCHER
Editorial: Springer (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Herb Tandree Philosophy Books
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Descripción Springer, 1997. Hardback. Estado de conservación: NEW. 9783540628576 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0340489

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Pötscher, Benedikt M. (Author)/ Prucha, Ingmar R. (Author)
Editorial: Springer (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
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Revaluation Books
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Descripción Springer, 1997. Hardcover. Estado de conservación: Brand New. 1997 edition. 323 pages. 9.75x6.50x1.00 inches. In Stock. Nº de ref. de la librería __3540628576

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Ingmar R. Prucha
Editorial: Springer Berlin Heidelberg Jul 1997 (1997)
ISBN 10: 3540628576 ISBN 13: 9783540628576
Nuevos Cantidad: 1
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AHA-BUCH GmbH
(Einbeck, Alemania)
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Descripción Springer Berlin Heidelberg Jul 1997, 1997. Buch. Estado de conservación: Neu. Neuware - 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., Pötscher 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. 328 pp. Englisch. Nº de ref. de la librería 9783540628576

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