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Dynamic Nonlinear Econometric Models

Asymptotic Theory

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Dynamic Nonlinear Econometric Models Benedikt M. Pötscher
Libristo kod: 01653332
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, prosinac 2010
The book provides an extensive discussion of asymptotic theory of M-estimators in the context of dyn... Cijeli opis
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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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Informacije o knjizi

Puni naziv Dynamic Nonlinear Econometric Models
Autor Benedikt M. Pötscher, Ingmar R. Prucha
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2010
Broj stranica 312
EAN 9783642083099
ISBN 3642083099
Libristo kod 01653332
Nakladnici Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Težina 504
Dimenzije 155 x 235 x 18

Kategorija

Mathematics & Science > Mathematics > Optimization > Game theory
Mathematics & Science > Mathematics > Applied mathematics > Mathematical modelling
Economics, Finance, Business & Management > Economics > Economic theory & philosophy
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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