Nonlinear Methods in Econometrics

Stephen M. Goldfeld

 
9780072031775: Nonlinear Methods in Econometrics

Synopsis

Contents: Numerical aptimization; Least squares theory; Confidence intervals and maximum likelihood estimation; Analyses of heteroscedastiaty; Estimation of regressions with dummy dependent variable; Cobb-douglas type functions with multiplicative and additive errors; Estimator behavior for a nonlinear model of production; Autocorrelation in simutaneous equation systems; Estimation of discontinuos parameter changes.

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9780720431773: Nonlinear methods in econometrics (Contributions to economic analysis)

Featured Edition

ISBN 10:  0720431778 ISBN 13:  9780720431773
Publisher: North-Holland Pub. Co, 1972
Hardcover