Dynamic Nonlinear Econometric Models : Asymptotic Theory /

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 establis...

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Bibliographic Details

Main Author:	Pötscher, Benedikt M.
Corporate Author:	SpringerLink (Online service)
Other Authors:	Prucha, Ingmar R.
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1997.
Subjects:	Economics. Mathematics. Mathematical statistics. Economics > Statistics. Econometrics. Economics, Mathematical. Electronic books. Statistics.
Online Access:	Connect to the full text of this electronic book