Nonlinear Models

Herman J. Bierens , A. R. Gallant

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, Hanes Corporation Foundation Professor of Business Administration, Fuqua School of Business, Duke University and Adjunct Professor, Department of Statistics, University of North Carolina, US

Hardback £270.00 on-line price £243.00

Series: The International Library of Critical Writings in Econometrics series






Description
‘ These volumes can be recommended to researchers interested in either the past, present or future of this topic.’
– Alastair Hall, The Economic Journal

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.

Contents
57 articles, dating from 1949 to 1991 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 Contributors include: T. Amemiya, H.O. Hartley, A. Holly, W.K. Newey, B.M. Pötscher, H. White