Nonlinear Models, vol Two volume set

Edited by Herman Bierens () and A. Gallant

in Books from Edward Elgar Publishing

Abstract: The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.

Keywords: Economics and Finance (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Date: 1997
ISBN: 9781858983820
References: Add references at CitEc
Citations: View citations in EconPapers (12)

Downloads: (external link)
http://www.e-elgar.com/shop/isbn/9781858983820 (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:elg:eebook:878

Ordering information: This item can be ordered from
http://www.e-elgar.com

Access Statistics for this book

More books in Books from Edward Elgar Publishing
Bibliographic data for series maintained by Darrel McCalla ().