Browse and Search



ElgarOnline

Bookseller

Chant Series

Nonlinear Models

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

1997 1,016 pp Hardback 978 1 85898 382 0

Hardback £279.00 on-line price £251.10

Qty

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

Further information

‘ 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.

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.



Author's links
 
Information
Bottom border
NEW BOOK ALERT

1) Choose your area:

  Econometrics
   
2) Enter your email address:



For more specific areas:
Specific Areas
Bottom border
Bookmark and Share
Offer
Offer