The Resource Dynamic Nonlinear Econometric Models : Asymptotic Theory, by Benedikt M. Pötscher, Ingmar R. Prucha, (electronic resource)

Dynamic Nonlinear Econometric Models : Asymptotic Theory, by Benedikt M. Pötscher, Ingmar R. Prucha, (electronic resource)

Label
Dynamic Nonlinear Econometric Models : Asymptotic Theory
Title
Dynamic Nonlinear Econometric Models
Title remainder
Asymptotic Theory
Statement of responsibility
by Benedikt M. Pötscher, Ingmar R. Prucha
Creator
Contributor
Subject
Genre
Language
eng
Summary
The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dynamic nonlinear models. The class of M-estimators contains least mean distance estimators (including maximum likelihood estimators) and generalized method of moments estimators. In addition to establishing the asymptotic properties of such estimators, the book provides a detailed discussion of the statistical and probabilistic tools necessary for such an analysis. The book also gives a careful treatment of estimators of asymptotic variance covariance matrices for dependent processes
Cataloging source
AU@
http://library.link/vocab/creatorName
Pötscher, Benedikt M
Dewey number
330.015195
Index
no index present
LC call number
HB139-141
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
Prucha, Ingmar R
http://library.link/vocab/subjectName
  • Economics
  • Mathematics
  • Mathematical statistics
  • Economics
  • Econometrics
  • Economics, Mathematical
  • Econometrics
  • Economics
  • Economics, Mathematical
  • Mathematical statistics
  • Mathematics
Label
Dynamic Nonlinear Econometric Models : Asymptotic Theory, by Benedikt M. Pötscher, Ingmar R. Prucha, (electronic resource)
Link
http://dx.doi.org/10.1007/978-3-662-03486-6
Instantiates
Publication
Antecedent source
file reproduced from original
Color
mixed
Contents
From the contents: Preface -- Introduction -- Models, Data Generating Processes, and Estimators -- Basic Structure of the Classical Consistency Proof -- Further Comments on Consistency Proofs -- Uniform Laws of Large Numbers -- Approximation Concepts and Limit Theorems -- Consistency: Catalogues of Assumptions -- Basic Structure of the Asymptotic Normality Proof -- Asymptotic Normality under Nonstandard Conditions -- Central Limit Theorems -- Asymptotic Normality: Catalogues of Assumptions -- Heteroskedasticity and Autocorrelation Robust Estimation of Variance Covariance Matrices -- Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions -- Quast Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems -- Concluding Remarks -- References -- Index
Dimensions
unknown
Extent
1 online resource (xi, 312 p.)
File format
unknown
Form of item
online
Isbn
9783662034866
Isbn Type
(electronic bk.)
Level of compression
uncompressed
Other control number
10.1007/978-3-662-03486-6
Quality assurance targets
unknown
Reformatting quality
access
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)851370870
  • (OCoLC)ocn851370870
Label
Dynamic Nonlinear Econometric Models : Asymptotic Theory, by Benedikt M. Pötscher, Ingmar R. Prucha, (electronic resource)
Link
http://dx.doi.org/10.1007/978-3-662-03486-6
Publication
Antecedent source
file reproduced from original
Color
mixed
Contents
From the contents: Preface -- Introduction -- Models, Data Generating Processes, and Estimators -- Basic Structure of the Classical Consistency Proof -- Further Comments on Consistency Proofs -- Uniform Laws of Large Numbers -- Approximation Concepts and Limit Theorems -- Consistency: Catalogues of Assumptions -- Basic Structure of the Asymptotic Normality Proof -- Asymptotic Normality under Nonstandard Conditions -- Central Limit Theorems -- Asymptotic Normality: Catalogues of Assumptions -- Heteroskedasticity and Autocorrelation Robust Estimation of Variance Covariance Matrices -- Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions -- Quast Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems -- Concluding Remarks -- References -- Index
Dimensions
unknown
Extent
1 online resource (xi, 312 p.)
File format
unknown
Form of item
online
Isbn
9783662034866
Isbn Type
(electronic bk.)
Level of compression
uncompressed
Other control number
10.1007/978-3-662-03486-6
Quality assurance targets
unknown
Reformatting quality
access
Sound
unknown sound
Specific material designation
remote
System control number
  • (OCoLC)851370870
  • (OCoLC)ocn851370870

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