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Book Categories |
| Preface | ||
| 1 | Introduction | 1 |
| 2 | Models, Data Generating Processes, and Estimators | 9 |
| 3 | Basic Structure of the Classical Consistency Proof | 15 |
| 4 | Further Comments on Consistency Proofs | 23 |
| 5 | Uniform Laws of Large Numbers | 37 |
| 6 | Approximation Concepts and Limit Theorems | 45 |
| 7 | Consistency: Catalogues of Assumptions | 79 |
| 8 | Basic Structure of the Asymptotic Normality Proof | 83 |
| 9 | Asymptotic Normality under Nonstandard Conditions | 95 |
| 10 | Central Limit Theorems | 99 |
| 11 | Asymptotic Normality: Catalogues of Assumptions | 105 |
| 12 | Heteroskedasticity and Autocorrelation Robust Estimation of Variance Covariance Matrices | 121 |
| 13 | Consistent Variance Covariance Matrix Estimation: Catalogues of Assumptions | 137 |
| 14 | Quasi Maximum Likelihood Estimation of Dynamic Nonlinear Simultaneous Systems | 145 |
| 15 | Concluding Remarks | 171 |
| Proofs | 175 | |
| References | 287 | |
| Index | 305 |
| Price | Condition | Delivery | Seller | Action |
| $199.00 | Digital |
| WonderClub |
Moya TysonJames
reviewed Dynamic Nonlinear Econometric Models on August 19, 2017
Dynamic Nonlinear Econometric Models
Comprehensive and easy to digest review of statistical analysis techniques with specific examples geared towards economics.
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