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| Material Type: | Internet resource |
|---|---|
| Document Type: | Book, Internet Resource |
| All Authors / Contributors: |
Benedikt M Pötscher; Ingmar R Prucha |
| ISBN: | 3540628576 9783540628576 3642083099 9783642083099 |
| OCLC Number: | 36916309 |
| Description: | xi, 312 p. ; 24 cm. |
| Contents: | 1. Introduction -- 2. Models, Data Generating Processes, and Estimators -- 3. Basic Structure of the Classical Consistency Proof -- 4. Further Comments on Consistency Proofs -- 5. Uniform Laws of Large Numbers -- 6. Approximation Concepts and Limit Theorems -- 7. Consistency: Catalogues of Assumptions -- 8. Basic Structure of the Asymptotic Normality Proof -- 9. Asymptotic Normality under Nonstandard Conditions -- 10. Central Limit Theorems -- 11. Asymptotic Normality: Catalogues of Assumptions -- 12. Heteroskedasticity and Autocorrelation Robust Estimation of Variance Covariance Matrices -- 13. Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions -- 14. Quasi Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems -- 15. Concluding Remarks. |
| Responsibility: | Benedikt M. Pötscher, Ingmar R. Prucha. |
| More information: |
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Related Subjects:(18)
- Econometric models.
- Linear models (Statistics)
- Modelos econométricos.
- Modelos lineales (Estadística)
- MATRICE COVARIANCE.
- THEOREME LIMITE.
- théorie asymptotique.
- économétrie.
- DYNAMIQUE NON LINEAIRE.
- Econometrische modellen.
- Niet-lineaire modellen.
- Asymptotische analyse.
- Modèles économétriques.
- Modèles linéaires (statistique)
- Asymptotische Statistik.
- Robustheit.
- Ökonometrisches Modell.
- Nichtlineares dynamisches System.
