Dynamic Nonlinear Econometric Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Dynamic Nonlinear Econometric Models write by Benedikt M. Pötscher. This book was released on 2013-03-09. Dynamic Nonlinear Econometric Models available in PDF, EPUB and Kindle. 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.
Nonlinear Econometric Modeling in Time Series
Nonlinear Econometric Modeling in Time Series - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonlinear Econometric Modeling in Time Series write by William A. Barnett. This book was released on 2000-05-22. Nonlinear Econometric Modeling in Time Series available in PDF, EPUB and Kindle. This book presents some of the more recent developments in nonlinear time series, including Bayesian analysis and cointegration tests.
Nonlinear Dynamics and Economics
Nonlinear Dynamics and Economics - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonlinear Dynamics and Economics write by William A. Barnett. This book was released on 1996-10-28. Nonlinear Dynamics and Economics available in PDF, EPUB and Kindle. This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.
Nonlinear Dynamics in Equilibrium Models
Nonlinear Dynamics in Equilibrium Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Nonlinear Dynamics in Equilibrium Models write by John Stachurski. This book was released on 2012-01-25. Nonlinear Dynamics in Equilibrium Models available in PDF, EPUB and Kindle. Optimal growth theory studies the problem of efficient resource allocation over time, a fundamental concern of economic research. Since the 1970s, the techniques of nonlinear dynamical systems have become a vital tool in optimal growth theory, illuminating dynamics and demonstrating the possibility of endogenous economic fluctuations. Kazuo Nishimura's seminal contributions on business cycles, chaotic equilibria and indeterminacy have been central to this development, transforming our understanding of economic growth, cycles, and the relationship between them. The subjects of Kazuo's analysis remain of fundamental importance to modern economic theory. This book collects his major contributions in a single volume. Kazuo Nishimura has been recognized for his contributions to economic theory on many occasions, being elected fellow of the Econometric Society and serving as an editor of several major journals. Chapter “Introduction” is available open access under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License via link.springer.com.
Weighted Empirical Processes in Dynamic Nonlinear Models
Weighted Empirical Processes in Dynamic Nonlinear Models - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Weighted Empirical Processes in Dynamic Nonlinear Models write by Hira L. Koul. This book was released on 2002-06-13. Weighted Empirical Processes in Dynamic Nonlinear Models available in PDF, EPUB and Kindle. This book presents a unified approach for obtaining the limiting distributions of minimum distance. It discusses classes of goodness-of-t tests for fitting an error distribution in some of these models and/or fitting a regression-autoregressive function without assuming the knowledge of the error distribution. The main tool is the asymptotic equi-continuity of certain basic weighted residual empirical processes in the uniform and L2 metrics.
