Dynamic Nonlinear Econometric Models
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Published By Springer Berlin Heidelberg

9783642083099, 9783662034866

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Quasi Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_14 ◽

1997 ◽

pp. 145-169

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Simultaneous Systems ◽

Quasi Maximum Likelihood

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Asymptotic Normality under Nonstandard Conditions

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_9 ◽

1997 ◽

pp. 95-98

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Asymptotic Normality ◽

Nonstandard Conditions

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Basic Structure of the Asymptotic Normality Proof

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_8 ◽

1997 ◽

pp. 83-93

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Asymptotic Normality ◽

Basic Structure

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Further Comments on Consistency Proofs

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_4 ◽

1997 ◽

pp. 23-35

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Consistency Proofs

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Uniform Laws of Large Numbers

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_5 ◽

1997 ◽

pp. 37-44

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Laws Of Large Numbers ◽

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Introduction

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_1 ◽

1997 ◽

pp. 1-7

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

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Basic Structure of the Classical Consistency Proof

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_3 ◽

1997 ◽

pp. 15-21

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Basic Structure ◽

Consistency Proof

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Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_13 ◽

1997 ◽

pp. 137-143

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Covariance Matrix ◽

Covariance Matrix Estimation ◽

Matrix Estimation ◽

Variance Covariance Matrix

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Models, Data Generating Processes, and Estimators

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_2 ◽

1997 ◽

pp. 9-13

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

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Asymptotic Normality: Catalogues of Assumptions

Dynamic Nonlinear Econometric Models ◽

10.1007/978-3-662-03486-6_11 ◽

1997 ◽

pp. 105-120

Author(s):

Benedikt M. Pötscher ◽

Ingmar R. Prucha

Keyword(s):

Asymptotic Normality

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