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Robust methods and asymptotic theory in nonlinear econometrics
This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonl...
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| Lenguaje: | eng |
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Springer
1981
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-45529-2 http://cds.cern.ch/record/2146507 |