Articoli correlati a Dynamic Nonlinear Econometric Models: Asymptotic Theory
Sinossi
The book leads the reader to the frontier of research on asymptotic inference in dynamic nonlinear models.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Contenuti
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
Risultati della ricerca per Dynamic Nonlinear Econometric Models: Asymptotic Theory
Foto dell'editore
Dynamic Nonlinear Econometric Models: Asymptotic Theory
Da: PAPER CAVALIER US, Brooklyn, NY, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: very good. Gently used. May include previous owner's signature or bookplate on the front endpaper, sticker on back and/or remainder mark on text block. Codice articolo 9783642083099-3
Compra usato
EUR 161,29
Spedizione gratuita
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Nonlinear Econometric Models (eng)
Print on DemandDa: Brook Bookstore On Demand, Napoli, NA, Italia
Valutazione del venditore 5 su 5 stelle
Condizione: new. Questo è un articolo print on demand. Codice articolo U4ICVSIZPV
Compra nuovo
EUR 166,29
Spedizione EUR 6,80
Spedito da Italia a U.S.A.
Spedito da Italia a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models
Editore:
Springer Berlin Heidelberg Dez 2010, 2010
ISBN 10: 3642083099
ISBN 13: 9783642083099
Nuovo
Taschenbuch
Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. 328 pp. Englisch. Codice articolo 9783642083099
Compra nuovo
EUR 181,89
Spedizione EUR 23,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 2 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models : Asymptotic Theory
Da: GreatBookPrices, Columbia, MD, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 12032931-n
Compra nuovo
EUR 213,51
Spedizione EUR 2,35
Spedito in U.S.A.
Spedito in U.S.A.
Quantità: 15 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models
Da: moluna, Greven, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: New. Codice articolo 5047353
Compra nuovo
EUR 180,07
Spedizione EUR 48,99
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models | Asymptotic Theory
Da: preigu, Osnabrück, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Dynamic Nonlinear Econometric Models | Asymptotic Theory | Benedikt M. Pötscher (u. a.) | Taschenbuch | xi | Englisch | 2010 | Springer | EAN 9783642083099 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. Codice articolo 107167537
Compra nuovo
EUR 184,95
Spedizione EUR 70,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 5 disponibili
Foto dell'editore
Dynamic Nonlinear Econometric Models: Asymptotic Theory
Da: Ria Christie Collections, Uxbridge, Regno Unito
Valutazione del venditore 5 su 5 stelle
Condizione: New. In English. Codice articolo ria9783642083099_new
Compra nuovo
EUR 254,37
Spedizione EUR 13,39
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: Più di 20 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models
Editore:
Springer, Springer Dez 2010, 2010
ISBN 10: 3642083099
ISBN 13: 9783642083099
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -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 decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 328 pp. Englisch. Codice articolo 9783642083099
Compra nuovo
EUR 213,99
Spedizione EUR 60,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Immagini fornite dal venditore
Dynamic Nonlinear Econometric Models : Asymptotic Theory
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 decade. Among others, the class of M-estimators contains least mean distance estimators (includ ing maximum likelihood estimators) and generalized method of moment estimators. The present book expands and revises the discussion in those articles. It is geared towards the professional econometrician or statistician. Besides reviewing the literature we also presented in the above men tioned articles a number of then new results. One example is a consis tency result for the case where the identifiable uniqueness condition fails. Codice articolo 9783642083099
Compra nuovo
EUR 241,76
Spedizione EUR 35,00
Spedito da Germania a U.S.A.
Spedito da Germania a U.S.A.
Quantità: 1 disponibili
Foto dell'editore
Dynamic Nonlinear Econometric Models: Asymptotic Theory
Da: Mispah books, Redhill, SURRE, Regno Unito
Valutazione del venditore 4 su 5 stelle
Paperback. Condizione: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book. Codice articolo ERICA79036420830996
Compra usato
EUR 339,59
Spedizione EUR 29,65
Spedito da Regno Unito a U.S.A.
Spedito da Regno Unito a U.S.A.
Quantità: 1 disponibili