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Dynamic nonlinear econometric models : asymptotic theory
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Dynamic nonlinear econometric models : asymptotic theory

Author: Benedikt M Pötscher; Ingmar R Prucha
Publisher: Berlin ; New York : Springer-Verlag, 1997.
Edition/Format:   Book : EnglishView all editions and formats
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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.
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