Code: 05118403
Nonlinear Models
by Herman J. Bierens, A. R. Gallant
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, ... more
- Language:
English - Binding: Hardback
- Number of pages: 1016
Publisher: Edward Elgar Publishing Ltd, 1997
- More about this
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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.
Book details
Book category Books in English Economics, finance, business & management Economics Econometrics
649.93 €
- Full title: Nonlinear Models
- Author: Herman J. Bierens, A. R. Gallant
- Language: English
- Binding: Hardback
- Number of pages: 1016
- EAN: 9781858983820
- ID: 05118403
- Publisher: Edward Elgar Publishing Ltd
- Weight: 1934 g
- Dimensions: 244 × 169 × 82 mm
- Date of publishing: 06. March 1997
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