Item description for Dynamic Nonlinear Econometric Models: Asymptotic Theory by Benedikt M. Pötscher...
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.
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Est. Packaging Dimensions: Length: 9.4" Width: 6.2" Height: 0.9" Weight: 1.3 lbs.
Release Date Aug 22, 1997
ISBN 3540628576 ISBN13 9783540628576
Availability 96 units. Availability accurate as of May 26, 2017 09:10.
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