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The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dyn...
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Libristo code: 01653332
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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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About the book
Full name
Dynamic Nonlinear Econometric Models
Author
Benedikt M. Pötscher, Ingmar R. Prucha
Language
English
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
312
EAN
9783642083099
ISBN
3642083099
Libristo code
01653332
Weight
504
Dimensions
155 x 235 x 18
Categories
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