Dynamic Nonlinear Econometric Models - Asymptotic Theory (Paperback, Softcover reprint of hardcover 1st ed. 1997)

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."

General

Imprint:	Springer-Verlag
Country of origin:	Germany
Release date:	December 2010
First published:	1997
Authors:	Benedikt M. Poetscher • Ingmar R. Prucha
Dimensions:	235 x 155 x 17mm (L x W x T)
Format:	Paperback
Pages:	312
Edition:	Softcover reprint of hardcover 1st ed. 1997
ISBN-13:	978-3-642-08309-9
Categories:	Books > Business & Economics > Economics > Economic theory & philosophy Books > Science & Mathematics > Mathematics > Probability & statistics Books > Business & Economics > Economics > Econometrics > General Books > Science & Mathematics > Mathematics > Optimization > Game theory
LSN:	3-642-08309-9
Barcode:	9783642083099

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