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Dynamic Nonlinear Econometric Models
Potscher, B.M.; Prucha, I.R.
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Description for Dynamic Nonlinear Econometric Models
Hardback. The book leads the reader to the frontier of research on asymptotic inference in dynamic nonlinear models. Num Pages: 312 pages, biography. BIC Classification: KCH; PBT; PBWH. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 19. Weight in Grams: 636.
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 namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. 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 ... Read more
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 namic nonlinear models. This advance was accompanied by improvements in computer technology that facilitate the practical implementation of such estimation methods. 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 ... Read more
Product Details
Format
Hardback
Publication date
1997
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
312
Condition
New
Number of Pages
312
Place of Publication
Berlin, Germany
ISBN
9783540628576
SKU
V9783540628576
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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