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Robust Methods and Asymptotic Theory in Nonlinear Econometrics
Herman J. Bierens
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Description for Robust Methods and Asymptotic Theory in Nonlinear Econometrics
Paperback. Series: Lecture Notes in Economics and Mathematical Systems. Num Pages: 207 pages, biography. BIC Classification: KCA; PBT. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 11. Weight in Grams: 381.
This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of ... Read more
This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of ... Read more
Product Details
Format
Paperback
Publication date
1981
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
207
Condition
New
Series
Lecture Notes in Economics and Mathematical Systems
Number of Pages
198
Place of Publication
Berlin, Germany
ISBN
9783540108382
SKU
V9783540108382
Shipping Time
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Ref
99-15
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