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Dynamic Nonlinear Econometric Models: Asymptotic Theory by Ingmar R. Prucha (Eng

Description: Dynamic Nonlinear Econometric Models by Ingmar R. Prucha, Benedikt M. Pötscher In two articles in Econometric Reviews, i.e., Pötscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description 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. Notes The book leads the reader to the frontier of research on asymptotic inference in dynamic nonlinear models. Table of 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.- A Proofs for Chapter 3.- B Proofs for Chapter 4.- C Proofs for Chapter 5.- D Proofs for Chapter 6.- E Proofs for Chapter 7.- F Proofs for Chapter 8.- G Proofs for Chapter 10.- H Proofs for Chapter 11.- I Proofs for Chapter 12.- J Proofs for Chapter 13.- K Proofs for Chapter 14.- References. Promotional Springer Book Archives Long Description Many relationships in economics, and also in other fields, are both dynamic and nonlinear. A major advance in econometrics over the last fifteen years has been the development of a theory of estimation and inference for dy Description for Sales People The book leads the reader to the frontier of research on asymptotic inference in dynamic nonlinear models. Details ISBN3642083099 Year 2010 ISBN-10 3642083099 ISBN-13 9783642083099 Format Paperback Publication Date 2010-12-01 Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K Place of Publication Berlin Country of Publication Germany DEWEY 330 Edition 1st Short Title DYNAMIC NONLINEAR ECONOMETRIC Language English Media Book Subtitle Asymptotic Theory Pages 312 DOI 10.1007/978-3-662-03486-6 Author Benedikt M. Pötscher UK Release Date 2010-12-01 Illustrations XI, 312 p. Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Edition Description Softcover reprint of hardcover 1st ed. 1997 Alternative 9783540628576 Audience Professional & Vocational We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96231403;

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Dynamic Nonlinear Econometric Models: Asymptotic Theory by Ingmar R. Prucha (Eng

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ISBN-13: 9783642083099

Book Title: Dynamic Nonlinear Econometric Models

Number of Pages: 312 Pages

Language: English

Publication Name: Dynamic Nonlinear Econometric Models: Asymptotic Theory

Publisher: Springer-Verlag Berlin and Heidelberg Gmbh & Co. Kg

Publication Year: 2010

Subject: Economics, Government, Mathematics

Item Height: 235 mm

Item Weight: 504 g

Type: Textbook

Author: Ingmar R. Prucha, Benedikt M. Poetscher

Item Width: 155 mm

Format: Paperback

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