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Dynamic Nonlinear Econometric Models: Asymptotic Theory ePub download

by Ingmar R. Prucha,Benedikt M. Pötscher

  • Author: Ingmar R. Prucha,Benedikt M. Pötscher
  • ISBN: 3540628576
  • ISBN13: 978-3540628576
  • ePub: 1648 kb | FB2: 1981 kb
  • Language: English
  • Category: Mathematics
  • Publisher: Springer; 1997 edition (August 22, 1997)
  • Pages: 312
  • Rating: 4.1/5
  • Votes: 105
  • Format: txt docx docx lit
Dynamic Nonlinear Econometric Models: Asymptotic Theory ePub download

Authors: Pötscher, Benedikt M, Prucha, Ingmar.

Authors: Pötscher, Benedikt M, Prucha, Ingmar. eBook 149,79 €. price for Russian Federation (gross). Among others, the class of M-estimators contains least mean distance estimators (includ­ ing maximum likelihood estimators) and generalized method of moment estimators.

Therefore, given the task of writing an overview of asymptotic theory for minimization estimators for dependent processes, one could hardly imagine a better choice of writers for such a task. The result is a remarkable book that deserves to receive attention from an audience that is broader than experts in the field only. Export citation Request permission.

PDF Benedikt P tscher and Ingmar Prucha are two exceptional econometricians who combine an extraordinary . How we measure 'reads'.

PDF Benedikt P tscher and Ingmar Prucha are two exceptional econometricians who combine an extraordinary knowledge of the statistics and econometrics.

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.

Автор: Benedikt M. P?tscher; Ingmar R. Prucha Название: Dynamic .

Описание: This book explores how econometric modelling can be used to provide valuable insight into international housing markets

Dynamic Nonlinear Econometric Models book.

Dynamic Nonlinear Econometric Models book.

Benedikt M. Pötscher, Ingmar R. Prucha. Dynamic Nonlinear Econometric Models. Benedikt M. The asymptotic properties of parameter estimators which are based on a model that has been selected by a model selection procedure are investigated. In particular, the asymptotic distribution i. More).

Dynamic nonlinear econometric models by Benedikt M. Pötscher, 1997 . Together, let's build an Open Library for the World. Are you sure you want to remove Dynamic nonlinear econometric models from your list? Dynamic nonlinear econometric models.

Together, let's build an Open Library for the World. by Benedikt M. Pötscher. Published 1997 by Springer-Verlag in New York. Econometric models, Linear models (Statistics).

Dynamic Nonlinear Econometric Models. Tell us if something is incorrect. We aim to show you accurate product information. Manufacturers, suppliers and others provide what you see here, and we have not verified it. See our disclaimer. Dynamic Nonlinear Econometric Models Dynamic Nonlinear Econometric Models: Asymptotic Theory. Assembled Product Dimensions (L x W x H). 1 x . 4 x . 5 Inches.

Dynamic nonlinear econometric models: Asymptotic theory. BM Pötscher, IR Prucha. Basic structure of the asymptotic theory in dynamic nonlinear econometric models, part i: consistency and approximation concepts. R&D, production structure and rates of return in the US, Japanese and German manufacturing sectors: A non-separable dynamic factor demand model. PA Mohnen, MI Nadiri, IR Prucha.

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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