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Nonlinear Models

International Library of Critical Writings in Econometrics S. no. 8

Format: Hardback
Publisher: Edward Elgar Publishing Ltd, Cheltenham, United Kingdom
Published: 6th Mar 1997
Dimensions: w 169mm h 244mm d 20mm
Weight: 1897g
ISBN-10: 1858983827
ISBN-13: 9781858983820
Barcode No: 9781858983820
The papers collected in these two volumes focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weal and strong consistency, asymptotic normality, and parameter inference, for cross-sections and time series. Also included in this collection is a selection of papers on testing for, and estimation and inference under, model misspecification included.

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