Code: 05118403

Nonlinear Models

Name: Nonlinear Models
Brand: Edward Elgar Publishing Ltd
SKU: 05118403
Price: 656.95 EUR
Availability: InStock
Author: Herman J. Bierens
ISBN: 9781858983820

by Herman J. Bierens, A. R. Gallant

Language: English
Binding: Hardback
Number of pages: 1016
Publisher: Edward Elgar Publishing Ltd, 1997
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Book synopsis

The papers collected in these two volumes focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weal and strong consistency, asymptotic normality, and parameter inference, for cross-sections and time series. Also included in this collection is a selection of papers on testing for, and estimation and inference under, model misspecification included.