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Nonlinear Models (The International Library of Critical Writings in Econometrics series, 8) - Hardcover
Synopsis
Thirty papers reprinted (in facsimile) in two volumes focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross- sections as well as for time series. Also included is a selection of papers on testing for, and estimation and inference under, model misspecification. All relevant papers up to the mid-1980s are included; those published subsequently were subject to selection on the basis of their potential importance for further developments in the field. Annotation c. by Book News, Inc., Portland, Or.
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About the Author
Edited by Herman J. Bierens, Robert H. and Nancy Dedman Trustee Professor of Economics, Southern Methodist University, US and Professor of Econometrics, Tilburg University, The Netherlands and A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US
Review
` These volumes can be recommended to researchers interested in either the past, present or future of this topic.' -- Alastair Hall, The Economic Journal
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- PublisherEdward Elgar Publishing
- Publication date1997
- ISBN 10 1858983827
- ISBN 13 9781858983820
- BindingHardcover
- LanguageEnglish
- Number of pages1016
- EditorBierens Herman J., Gallant A. R.
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Nonlinear Models (The International Library of Critical Writings in Econometrics series, 8)
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ISBN 13: 9781858983820
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