Author: Benedikt M. PotscherPublisher:
ISBN:
Category :
Languages : en
Pages : 30
Book Description
A Class of Partially Adaptive One-step M-estimators for the Nonlinear Regression Model
Author: Benedikt M. PotscherA Companion to Theoretical Econometrics
Author: Badi H. BaltagiPublisher: John Wiley & Sons
ISBN: 047099830X
Category : Business & Economics
Languages : en
Pages : 736
Book Description
A Companion to Theoretical Econometrics provides a comprehensive reference to the basics of econometrics. This companion focuses on the foundations of the field and at the same time integrates popular topics often encountered by practitioners. The chapters are written by international experts and provide up-to-date research in areas not usually covered by standard econometric texts. Focuses on the foundations of econometrics. Integrates real-world topics encountered by professionals and practitioners. Draws on up-to-date research in areas not covered by standard econometrics texts. Organized to provide clear, accessible information and point to further readings.
Dynamic Nonlinear Econometric Models
Author: Benedikt M. PötscherPublisher: Springer Science & Business Media
ISBN: 3662034867
Category : Business & Economics
Languages : en
Pages : 307
Book Description
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.
Topics in Advanced Econometrics
Author: Herman J. BierensPublisher: Cambridge University Press
ISBN: 9780521565110
Category : Business & Economics
Languages : en
Pages : 274
Book Description
A rigorous treatment of a number of timely topics in advanced econometrics.
Statistical Theory and Method Abstracts
Author: Journal of Statistical Planning and Inference
Author: North-Holland Publishing CompanyPublisher:
ISBN:
Category :
Languages : en
Pages : 1006
Book Description
Journal of Economic Literature
Author: Partially Linear Models
Author: Wolfgang HärdlePublisher: Springer Science & Business Media
ISBN: 3642577008
Category : Mathematics
Languages : en
Pages : 210
Book Description
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been proposed and studied. This monograph hopes to bring an up-to-date presentation of the state of the art of partially linear regression techniques. The emphasis is on methodologies rather than on the theory, with a particular focus on applications of partially linear regression techniques to various statistical problems. These problems include least squares regression, asymptotically efficient estimation, bootstrap resampling, censored data analysis, linear measurement error models, nonlinear measurement models, nonlinear and nonparametric time series models.
List of Recent Periodical Articles
Author: Joint Bank-Fund LibraryPublisher:
ISBN:
Category : Economics
Languages : en
Pages : 720
Book Description
Asymptotic Properties of a Class of Robust M-estimators for Nonlinear Regression Models with Momentless Distributed Errors and Regressors
Author: Hermanus Josephus BierensPublisher:
ISBN:
Category :
Languages : en
Pages : 58
Book Description