Asymptotic Properties of a Class of Robust M- Estimators for Nonlinear Regression Models with Momentless Distributed Errors and Regressors

H Bierens

No 293046, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: The author's previous research on estimating nonlinear regression models with momentless distributed errors is extended to models with momentless distributed regressors and lagged dependent variables.

Keywords: Research; Methods/Statistical; Methods (search for similar items in EconPapers)
Pages: 32
Date: 1977-10
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293046

DOI: 10.22004/ag.econ.293046

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