Nonlinear Models
Edward Elgar Publishing
Published on 6. March 1997
Book
Hardback
1016 pages
978-1-85898-382-0 (ISBN)
Description
The papers collected in the two volumes Nonlinear Models focus on the asymptotic theory of parameter estimators of nonlinear single equation models and systems of nonlinear models, in particular weak and strong consistency, asymptotic normality, and parameter inference, for cross-sections as well as for time series. A selection of papers on testing for, and estimation and inference under, model misspecification is also included. The models under review are parametric, hence their functional form is assured to be known up to a vector of unknown parameters, and the functional form involved is nonlinear in at least one of the parameters.The selection of earlier articles on nonlinear parametric models is extensive and, although they are not all equally influential, each has played a significant part in the development of the field. The more recent articles have been selected on the basis of their potential importance for the further development of this sphere of study.
Reviews / Votes
' These volumes can be recommended to researchers interested in either the past, present or future of this topic.'BR>- Alastair Hall, The Economic JournalMore details
Series
Language
English
Place of publication
Cheltenham
United Kingdom
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 244 mm
Width: 169 mm
ISBN-13
978-1-85898-382-0 (9781858983820)
Copyright in bibliographic data is held by Nielsen Book Services Limited or its licensors: all rights reserved.
Schweitzer Classification
Persons
Edited by Herman J. Bierens, Robert H. and Nancy Dedman Trustee Professor of Economics, Southern Methodist University, US and Professor of Econometrics, Tilburg University, The Netherlands and A. Ronald Gallant, Professor of Economics and Liberal Arts Research Professor, The Pennsylvania State University, US
Content
Contents: Volume I: Part I: Single Equation Nonlinear Cross-Section Regression Models Part II: Nonlinear Dynamic Models and Heterogeneity * Volume II: Part I: Model Misspecification: Estimation and Detection Part II: Systems of Nonlinear Equations, and Implicit Models Index